AN IMPROVEMENT OF MARKOVIAN INTEGRATION BY PARTS FORMULA AND APPLICATION TO SENSITIVITY COMPUTATION

DOI10.1017/S0269964820000650OpenAlexW3119385719MaRDI QIDQ5051176

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Publication date: 22 November 2022

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964820000650

zbMATH Keywords

Markov chainsintegration by parts formulasensitivity computation

Mathematics Subject Classification ID

Computer science (68-XX) Probability theory and stochastic processes (60-XX)

Cites Work

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