Characterization and sufficient conditions for normed ergodicity of Markov chains
暂无分享,去创建一个
[1] G. Fayolle,et al. Topics in the Constructive Theory of Countable Markov Chains , 1995 .
[2] A. Hordijk,et al. On ergodicity and recurrence properties of a Markov chain by an application to an open jackson network , 1992, Advances in Applied Probability.
[3] A. Hordijk,et al. Taylor series expansions for stationary Markov chains , 2003, Advances in Applied Probability.
[4] Arie Hordijk,et al. Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards , 1999, Math. Methods Oper. Res..
[5] Rommert Dekker,et al. On the Relation Between Recurrence and Ergodicity Properties in Denumerable Markov Decision Chains , 1994, Math. Oper. Res..
[6] Awi Federgruen,et al. RECURRENCE CONDITIONS IN DENUMERABLE STATE MARKOV DECISION PROCESSES , 1977 .
[7] A. Federgruen,et al. A note on simultaneous recurrence conditions on a set of denumerable stochastic matrices : (preprint) , 1978 .
[8] Arie Hordijk,et al. Dynamic programming and Markov potential theory , 1974 .
[9] Richard L. Tweedie,et al. Markov Chains and Stochastic Stability , 1993, Communications and Control Engineering Series.
[10] R. Tweedie,et al. Strengthening ergodicity to geometric ergodicity for markov chains , 1994 .
[11] J. Neveu,et al. Mathematical foundations of the calculus of probability , 1965 .
[12] N. Kartashov. Inequalities in Theorems of Ergodicity and Stability for Markov Chains with Common Phase Space. I , 1986 .
[13] Arie Hordijk,et al. Average, Sensitive and Blackwell Optimal Policies in Denumerable Markov Decision Chains with Unbounded Rewards , 1988, Math. Oper. Res..
[14] Arie Hordijk,et al. Measure-Valued Differentiation for Stationary Markov Chains , 2006, Math. Oper. Res..