Measure-Valued Differentiation for Stationary Markov Chains

DOI10.1287/moor.1050.0171zbMath1278.90428OpenAlexW2115679377MaRDI QIDQ5387971

Heinz Weisshaupt, Arie Hordijk, Bernd F. Heidergott

Publication date: 27 May 2008

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://research.vu.nl/ws/files/2210685/measurevalueddifferentiation2006.pdf

zbMATH Keywords

Markov chainsperturbation analysisscore functionmeasure-valued differentiationnormed ergodicity

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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