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, Caretera Pachuca Tulancingo Km 4-5, Pachuca Hgo, Mexico

来源：

PROCEEDINGS OF THE 9TH WSEAS INTERNATIONAL CONFERENCE ON MATHEMATICAL AND COMPUTATIONAL METHODS IN SCIENCE AND ENGINEERING (MACMESE '07)/ DNCOCO '07 | 2007年

基金：

高等学校博士学科点专项科研基金;

关键词：

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

D O I：

暂无

中图分类号：

TP3 [计算技术、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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