Sensitivity Analysis and Evolutionary Games

Quan-Lin Li ()
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Quan-Lin Li: Tsinghua University, Department of Industrial Engineering

Chapter 11 in Constructive Computation in Stochastic Models with Applications, 2010, pp 574-651 from Springer

Abstract: Abstract In this chapter, we present sensitivity analysis for performance measures of an irreducible perturbed Markov chain which is either discretetime or continuous-time. By using the UL- and LU-types of RG-factorizations, we can express the nth derivatives of the performance measures, including the stationary, transient and discounted cases. Furthermore, we apply the sensitivity analysis to study symmetric evolutionary games by perturbed birth death processes and asymmetric evolutionary games by perturbed QBD processes.

Keywords: stochastic models; RG-factorization; sensitivity analysis; evolutionary game; perturbed Markov chain; perturbed birth death process; perturbed QBD process (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-11492-2_11

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DOI: 10.1007/978-3-642-11492-2_11

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