Perturbation analysis of Markov chains

被引：6

作者：

Heidergott, Bernd ^{[1
]}

机构：

[1] Vrije Univ Amsterdam, Dept Operat Res, Amsterdam, Netherlands

来源：

WODES' 08: PROCEEDINGS OF THE 9TH INTERNATIONAL WORKSHOP ON DISCRETE EVENT SYSTEMS | 2008年

关键词：

D O I：

10.1109/WODES.2008.4605929

中图分类号：

TP3 [计算技术、计算机技术];

学科分类号：

0812 ;

摘要：

We present a new approach to perturbation analysis of Markov chains. Our analysis is based on bounding the distance of stationary distributions in a suitable functional space.

引用

页码：99 / 104

页数：6

共 50 条

[11] Blockwise perturbation theory for Markov chains
Xue, JG
Gao, WG
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 1998, 20 (01) : 270 - 278
[12] SINGULAR PERTURBATION OF MARKOV-CHAINS
DELEBECQUE, F
MURON, O
QUADRAT, JP
LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES, 1987, 90 : 263 - 287
[13] PERTURBATION THEORY AND FINITE MARKOV CHAINS
SCHWEITZER, PJ
JOURNAL OF APPLIED PROBABILITY, 1968, 5 (02) : 401 - +
[14] Perturbation analysis for continuous-time Markov chains in a weak sense
Lin, Na
Liu, Yuanyuan
JOURNAL OF APPLIED PROBABILITY, 2024,
[15] ENTRYWISE PERTURBATION-THEORY AND ERROR ANALYSIS FOR MARKOV-CHAINS
OCINNEIDE, CA
NUMERISCHE MATHEMATIK, 1993, 65 (01) : 109 - 120
[16] A perturbation analysis of Markov chains models with time-varying parameters
Truquet, Lionel
BERNOULLI, 2020, 26 (04) : 2876 - 2906
[17] PERTURBATION BOUNDS FOR THE STATIONARY DISTRIBUTIONS OF MARKOV CHAINS
Liu, Yuanyuan
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2012, 33 (04) : 1057 - 1074
[18] A note on entrywise perturbation theory for Markov chains
Xue, JG
LINEAR ALGEBRA AND ITS APPLICATIONS, 1997, 260 : 209 - 213
[19] SHARP ENTRYWISE PERTURBATION BOUNDS FOR MARKOV CHAINS
Thiede, Erik
Van Koten, Brian
Weare, Jonathan
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2015, 36 (03) : 917 - 941
[20] New perturbation bounds for denumerable Markov chains
Mouhoubi, Zahir
Aissani, Djamil
LINEAR ALGEBRA AND ITS APPLICATIONS, 2010, 432 (07) : 1627 - 1649

← 1 2 3 4 5 →