Dual bounds on the equilibrium distribution of a finite Markov chain

DOI10.1016/0022-247X(87)90055-2zbMath0627.60064MaRDI QIDQ1092519

Paul J. Schweitzer

Publication date: 1987

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

sharp upper and lower bounds for the equilibrium state probabilitiesstationary finite Markov chain

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (1)

Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes

Cites Work

• Unnamed Item
• Unnamed Item
• Dynamic programming, Markov chains, and the method of successive approximations
• Iterative solution of the functional equations of undiscounted Markov renewal programming
• Geometric convergence of value-iteration in multichain Markov decision problems
• The Asymptotic Behavior of Undiscounted Value Iteration in Markov Decision Problems
• Excessive functions of continuous time Markov chains
• On Finding the Maximal Gain for Markov Decision Processes

This page was built for publication: Dual bounds on the equilibrium distribution of a finite Markov chain