Showing math.PRShow all
2 papers · 1 filter
math.PR2014
Optimization-based Lyapunov function construction for continuous-time Markov chains with affine transition rates
Andreas Milias-Argeitis, Mustafa Khammash
We address the problem of Lyapunov function construction for a class of continuous-time Markov chains with affine transition rates, typically encountered in stochastic chemical kin…
math.PR2014
Unbiased estimation of second-order parameter sensitivities for stochastic reaction networks
Ankit Gupta, Mustafa Khammash
This paper deals with the problem of estimating second-order parameter sensitivities for stochastic reaction networks, where the reaction dynamics is modeled as a continuous time M…