Sensitivity Analysis for Stationary Probabilities of a Markov Chain.
Abstract
This paper considers the problem of evaluating the sensitivity of a steady state cost alpha (Theta) to underlying uncertainty in a parameter vector 0 governing the probabilistic dynamics of the system under consideration. We show that the gradient grad alpha (Theta) plays a fundamental role in the parametric statistical theory for Markov processes. We then survey numerical methods available for evaluating grad alpha (Theta) and introduce a new Monte Carlo estimator for grad alpha (Theta), which is applicable to Markov processes of substantial generality. Keywords: simulation methodology; Markov chain; stationary distribution; Monte Carlo estimator; gradient estimation.
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 1986
- Accession Number
- ADA178556
Entities
People
- Peter W. Glynn
Organizations
- Stanford University