메뉴 건너뛰기




Volumn 36, Issue 1, 2004, Pages 227-242

Characterization and sufficient conditions for normed ergodicity of Markov chains

Author keywords

Lyapunov function; Markov chain; Normed ergodicity

Indexed keywords

LYAPUNOV FUNCTIONS; NORMED ERGODICITY;

EID: 0345164745     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1077134471     Document Type: Article
Times cited : (6)

References (19)
  • 2
    • 0042499976 scopus 로고    scopus 로고
    • On normed ergodicity of Markov chains
    • Leiden University
    • BOROVKOV, A. A. AND HORDIJK, A. (2000). On normed ergodicity of Markov chains. Tech. Rep. MI 2000-40, Leiden University.
    • (2000) Tech. Rep. , vol.MI 2000-40
    • Borovkov, A.A.1    Hordijk, A.2
  • 4
    • 0012793161 scopus 로고
    • Average, sensitive and Blackwell optimal policies in denumerable Markov decision chains with unbounded rewards
    • DEKKER, R. AND HORDIJK, A. (1988). Average, sensitive and Blackwell optimal policies in denumerable Markov decision chains with unbounded rewards. Math. Operat. Res. 13, 395-421.
    • (1988) Math. Operat. Res. , vol.13 , pp. 395-421
    • Dekker, R.1    Hordijk, A.2
  • 5
    • 0012218373 scopus 로고
    • On the relation between recurrence and ergodicity properties in denumerable Markov decision chains
    • DEKKER, R., HORDIJK, A. AND SPIEKSMA, F. M. (1994). On the relation between recurrence and ergodicity properties in denumerable Markov decision chains. Math. Operat. Res. 19, 539-559.
    • (1994) Math. Operat. Res. , vol.19 , pp. 539-559
    • Dekker, R.1    Hordijk, A.2    Spieksma, F.M.3
  • 7
    • 1842432018 scopus 로고
    • Recurrence conditions in denumerable state Markov decision processes
    • ed. M. L. Puterman, Academic Press, New York
    • FEDERGRUEN, A., HORDIJK, A. AND TIJMS, H. C. (1978). Recurrence conditions in denumerable state Markov decision processes. In Dynamic Programming and Its Applications, ed. M. L. Puterman, Academic Press, New York, pp. 3-22.
    • (1978) Dynamic Programming and Its Applications , pp. 3-22
    • Federgruen, A.1    Hordijk, A.2    Tijms, H.C.3
  • 8
    • 1842536436 scopus 로고
    • A note on simultaneous recurrence conditions on a set of denumerable stochastic matrices
    • FEDERGRUEN, A., HORDIJK, A. AND TIJMS, H. C. (1978). A note on simultaneous recurrence conditions on a set of denumerable stochastic matrices. J. Appl. Prob. 15, 842-847.
    • (1978) J. Appl. Prob. , vol.15 , pp. 842-847
    • Federgruen, A.1    Hordijk, A.2    Tijms, H.C.3
  • 9
    • 0344272230 scopus 로고    scopus 로고
    • Taylor series expansions for stationary Markov chains
    • HEIDERGOTT, B. AND HORDIJK, A. (2003). Taylor series expansions for stationary Markov chains. Adv. Appl. Prob. 35, 1046-1070.
    • (2003) Adv. Appl. Prob. , vol.35 , pp. 1046-1070
    • Heidergott, B.1    Hordijk, A.2
  • 10
    • 0345164748 scopus 로고    scopus 로고
    • Measure-valued differentiation for stationary Markov chains
    • HEIDERGOTT, B., HORDIJK, A. AND WEISSHAUPT, H. (2002). Measure-valued differentiation for stationary Markov chains. EURANDOM report 2002-027.
    • (2002) EURANDOM Report , vol.2002 , Issue.27
    • Heidergott, B.1    Hordijk, A.2    Weisshaupt, H.3
  • 11
    • 0008627283 scopus 로고
    • Dynamic Programming and Markov Potential Theory
    • CWI, Amsterdam
    • HORDIJK, A. (1974). Dynamic Programming and Markov Potential Theory (Math. Centre Tract 51). CWI, Amsterdam.
    • (1974) Math. Centre Tract , vol.51
    • Hordijk, A.1
  • 13
    • 0001144425 scopus 로고
    • On ergodicity and recurrence properties of a Markov chain with an application to an open Jackson network
    • HORDIJK, A. AND SPIEKSMA, F. M. (1992). On ergodicity and recurrence properties of a Markov chain with an application to an open Jackson network. Adv. Appl. Prob. 24, 343-376.
    • (1992) Adv. Appl. Prob. , vol.24 , pp. 343-376
    • Hordijk, A.1    Spieksma, F.M.2
  • 14
    • 0000296818 scopus 로고    scopus 로고
    • Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards
    • HORDIJK, A. AND YUSHKEVICH, A. A. (1999). Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards. Math. Meth. Operat. Res. 50, 421-448.
    • (1999) Math. Meth. Operat. Res. , vol.50 , pp. 421-448
    • Hordijk, A.1    Yushkevich, A.A.2
  • 15
    • 1842432014 scopus 로고
    • Uniform stability for general state space Markov decision processes
    • Leiden University
    • HORDIJK, A., SPIEKSMA, F. M. AND TWEEDIE, R. L. (1995). Uniform stability for general state space Markov decision processes. Tech. Rep., Leiden University.
    • (1995) Tech. Rep.
    • Hordijk, A.1    Spieksma, F.M.2    Tweedie, R.L.3
  • 16
    • 0040061152 scopus 로고
    • Inequalities in theorems of ergodicity and stability for Markov chains with common phase space
    • KARTOSCHOV, N. (1985). Inequalities in theorems of ergodicity and stability for Markov chains with common phase space. Theory Prob. Appl. 30, 247-259.
    • (1985) Theory Prob. Appl. , vol.30 , pp. 247-259
    • Kartoschov, N.1
  • 19
    • 0039500125 scopus 로고
    • Strenghtening ergodicity to geometric ergodicity for Markov chains
    • SPIEKSMA, F. M. AND TWEEDIE, R. L. (1994). Strenghtening ergodicity to geometric ergodicity for Markov chains. Stoch. Models 10, 45-75.
    • (1994) Stoch. Models , vol.10 , pp. 45-75
    • Spieksma, F.M.1    Tweedie, R.L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.