Error bounds for occupation measure of singularly perturbed Markov chains including transient states (Q2711567)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Error bounds for occupation measure of singularly perturbed Markov chains including transient states |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error bounds for occupation measure of singularly perturbed Markov chains including transient states |
scientific article |
Statements
7 November 2001
0 references
complex system
0 references
nonstationary processes
0 references
Markov chain
0 references
transient state
0 references
Error bounds for occupation measure of singularly perturbed Markov chains including transient states (English)
0 references
Focusing on nonstationary processes with the inclusion of transient states, asymptotic error bounds of a sequence of suitably scaled occupation measures are derived. The main tools used include martingales and differential equations. The results are found to be useful for analyzing structural properties of the underlying Markov chains and for designing nearly optimal and hierarchical controls of large-scale and complex systems.
0 references
0.8319191932678223
0 references
0.7920634150505066
0 references
0.7920629978179932
0 references
0.7817217111587524
0 references
0.7663769125938416
0 references
