Forward sensitivity analysis for contracting stochastic systems
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Publication:5214994
DOI10.1017/apr.2018.6zbMath1430.60059arXiv1610.09456OpenAlexW2962720587WikidataQ130108162 ScholiaQ130108162MaRDI QIDQ5214994
Publication date: 5 February 2020
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.09456
Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40)
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