"Lyapunov Conditions for Differentiability of Markov Chain Expectations."

Chang-Han Rhee, Peter W. Glynn (2023)

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DOI: 10.1287/MOOR.2022.1328

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type: Journal Article

metadata version: 2025-03-03

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Chang-Han Rhee, Peter W. Glynn:
Lyapunov Conditions for Differentiability of Markov Chain Expectations. Math. Oper. Res. 48(4): 2019-2042 (2023)

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