Sensitivity analysis of stationary performance measures for Markov chains

DOI10.1016/0895-7177(96)00069-6zbMath0857.93105OpenAlexW2056060678MaRDI QIDQ1922200

Liyi Dai

Publication date: 12 March 1997

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(96)00069-6

zbMATH Keywords

rate of convergencesimulationMarkov chainsderivative estimationconsistent estimatestructural infinitesimal perturbation analysis

Mathematics Subject Classification ID

Stochastic systems and control (93E99)

Related Items

Computation of the steady-state probability of Markov chain evolving on a mixed state space

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