Sensitivity analysis of stochastic dynamical systems

DOI10.1080/00207729208949448zbMath0772.93076OpenAlexW2066131838MaRDI QIDQ4027836

Masato Koda

Publication date: 1 April 1993

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729208949448

zbMATH Keywords

algorithmKolmogorov's forward equationlikelihood ratio methodcontinuous stochastic dynamical systems

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Stochastic systems in control theory (general) (93E03)

Cites Work

• Sensitivity analysis of partial differential equations with application to reaction and diffusion processes
• Performance evaluation and perturbation analysis of discrete event dynamic systems
• Sensitivity analysis of time-delay systems
• Sensitivity analysis of distributed parameter systems
• Sensitivity Analysis for Simulations via Likelihood Ratios
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