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Sensitivity analysis for Markov reward structures until entrance times - MaRDI portal

Sensitivity analysis for Markov reward structures until entrance times (Q4503209)

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scientific article; zbMATH DE number 1502220
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English
Sensitivity analysis for Markov reward structures until entrance times
scientific article; zbMATH DE number 1502220

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    Sensitivity analysis for Markov reward structures until entrance times (English)
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    13 June 2001
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    continuous-time Markov chain
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    cumulative reward
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    entrance time
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    parameter sensitivity
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    error bound
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    bias term
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    uniformization
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