Uncertainty quantification for Markov chain models

DOI10.1063/1.4757645zbMath1319.60149OpenAlexW2054404523WikidataQ46538228 ScholiaQ46538228MaRDI QIDQ2944618

Roger G. Ghanem, Hadi Meidani

Publication date: 2 September 2015

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.4757645

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (2)

Inexact Methods for Symmetric Stochastic Eigenvalue Problems ⋮ Inverse Subspace Iteration for Spectral Stochastic Finite Element Methods

Cites Work

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• On the central limit theorem for Markov chains in random environments
• Markov chains with stochastically stationary transition probabilities
• Invariant probabilities for Markov chains on a metric space
• The ergodic theory of Markov chains in random environments
• IMPRECISE MARKOV CHAINS AND THEIR LIMIT BEHAVIOR
• Perturbation and stability theory for Markov control problems
• Robust Optimality for Discounted Infinite-Horizon Markov Decision Processes With Uncertain Transition Matrices
• Robust Control of Markov Decision Processes with Uncertain Transition Matrices
• Markov chains with random transition matrices

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