Posterior bounds on the equilibrium distribution of a finite markov chain

DOI10.1080/15326348608807040zbMath0596.60084OpenAlexW1970775293MaRDI QIDQ5903196

Kyle W. Kindle, Paul J. Schweitzer

Publication date: 1986

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326348608807040

zbMATH Keywords

aggregationrate of convergencedecision processesmethodsembedded Markov chainMarkov renewal programmingMarkov renewal reward processessemi-Markov reward processes

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Markov and semi-Markov decision processes (90C40) Decision theory for games (91A35)

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An iterative aggregation-disaggregation algorithm for solving linear equations ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ Estimating equilibrium probabilities for band diagonal Markov chains using aggregation and disaggregation techniques

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