Exact formula for sensitivity analysis of Markov chains

DOI10.1007/BF00939928zbMath0794.93113OpenAlexW1995221947MaRDI QIDQ1321118

Jean-Bernard Lasserre

Publication date: 27 April 1994

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00939928

zbMATH Keywords

sensitivity analysisMarkov chainsperformance evaluation

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (1)

Concentration of Contractive Stochastic Approximation and Reinforcement Learning

Cites Work

• Discrete Dynamic Programming
• Programming problems and changes in the stable behavior of a class of Markov chains
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