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Steady-State Sensitivity Analysis of Continuous Time Markov Chains - MaRDI portal

Steady-State Sensitivity Analysis of Continuous Time Markov Chains (Q4620320)

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scientific article; zbMATH DE number 7015601
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English
Steady-State Sensitivity Analysis of Continuous Time Markov Chains
scientific article; zbMATH DE number 7015601

    Statements

    title
    Steady-State Sensitivity Analysis of Continuous Time Markov Chains (English)
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    author
    Ting Wang
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    Petr Plecháč
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    publication date
    8 February 2019
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    zbMATH Keywords
    continuous time Markov chains
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    stochastic simulation
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    Poisson equation
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    steady-state sensitivity
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    likelihood ratio method
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    variance reduction
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    stochastic reaction networks
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    Identifiers

    DOI
    10.1137/18M119402X
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    Mathematics Subject Classification ID
    65C05
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    65C40
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    60J27
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    60H35
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    zbMATH DE Number
    7015601
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    arXiv ID
    1804.00585
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    OpenAlex ID
    W2964072743
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