Perturbation analysis for the stationary distribution of a Markov chain

被引：0

作者：

Perez-Lechuga, G. ^{[1
]}

Rivera-Gomez, H. ^{[1
]}

Gonzalez, P. J. Garcia ^{[1
]}

机构：

[1] Hidalgo State Univ, Adv Res Ctr Ind Engn, Pachuca Hgo, Mexico

来源：

PROCEEDINGS OF THE WSEAS INTERNATIONAL CONFERENCE ON CIRCUITS, SYSTEMS, ELECTRONICS, CONTROL & SIGNAL PROCESSING: SELECTED TOPICS ON CIRCUITS, SYSTEMS, ELECTRONICS, CONTROL & SIGNAL PROCESSING | 2007年

关键词：

Markov chains; deviation matrix; linear pogramming; perturbation matrix analysis;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We consider a stationary distribution of a finite, irreducible, homogeneous Markov chain. Our aim is to perturb the transition probabilities matrix using approximations to find regions of feasibility and optimality for a given basis when the chain is optimized using linear programming. We also explore the application of perturbations bonds and analyze the effects of these on the construction of optimal policies.

引用

页码：103 / 108

页数：6

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