Perturbation analysis of Markov chains

被引:6
|
作者
Heidergott, Bernd [1 ]
机构
[1] Vrije Univ Amsterdam, Dept Operat Res, Amsterdam, Netherlands
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
收藏
页码:99 / 104
页数:6
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