Discrete time Markov chains with interval probabilities

DOI10.1016/j.ijar.2009.06.007zbMath1195.60100MaRDI QIDQ962945

Damjan Škulj

Publication date: 7 April 2010

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijar.2009.06.007

zbMATH Keywords

regularity; Markov chains; imprecise probabilities; interval probabilities; imprecise Markov chains

Mathematics Subject Classification ID

60E05: Probability distributions: general theory

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

Related Items

An interval-valued reliability model with bounded failure rates, Robust identification of investor beliefs, Extended Laplace principle for empirical measures of a Markov chain, Stochastic dynamics simulation with generalized interval probability, Approximate Verification of the Symbolic Dynamics of Markov Chains, Markov chains under nonlinear expectation, Z-relation-based multistage decision making, Some multivariate imprecise shock model copulas, Parameter synthesis in Markov models: a gentle survey, Wasserstein perturbations of Markovian transition semigroups, Sampling-Based Verification of CTMCs with Uncertain Rates, Random walks on graphs with interval weights and precise marginals, Genetic algorithms for condition-based maintenance optimization under uncertainty, The use of Markov operators to constructing generalised probabilities, Robust classification of multivariate time series by imprecise hidden Markov models, Maintenance policy performance assessment in presence of imprecision based on Dempster-Shafer theory of evidence, Imprecise Markov chains with absorption, Using mathematical programming to solve factored Markov decision processes with imprecise probabilities, Probabilistic model checking of biological systems with uncertain kinetic rates, Efficient computation of the bounds of continuous time imprecise Markov chains, Errors bounds for finite approximations of coherent lower previsions on finite probability spaces, Coefficients of ergodicity for Markov chains with uncertain parameters, Pari-mutuel probabilities as an uncertainty model, Limits of random walks with distributionally robust transition probabilities, Normal cones corresponding to credal sets of lower probabilities, On nonlinear expectations and Markov chains under model uncertainty, Average behaviour in discrete-time imprecise Markov chains: a study of weak ergodicity, Constructing copulas from shock models with imprecise distributions, Perturbation bounds and degree of imprecision for uniquely convergent imprecise Markov chains, A classification of invariant distributions and convergence of imprecise Markov chains, Weighted Maximum Likelihood for Parameters Learning Based on Noisy Labels in Discrete Hidden Markov Models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Partially observable Markov decision processes with imprecise parameters
• Interval-valued finite Markov chains
• Towards a unified theory of imprecise probability
• Generalizing Markov decision processes to imprecise probabilities
• Imprecise probability trees: bridging two theories of imprecise probability
• Time-homogeneous birth-death processes with probability intervals and absorbing state
• PROBABILITY INTERVALS: A TOOL FOR UNCERTAIN REASONING
• IMPRECISE MARKOV CHAINS AND THEIR LIMIT BEHAVIOR
• Markov Decision Processes with Imprecise Transition Probabilities
• On the theory of Markov set-chains
• Markovian Decision Processes with Uncertain Transition Probabilities
• Cyclic markov set-chains
• Robust Control of Markov Decision Processes with Uncertain Transition Matrices
• On Quasi-Stationary distributions in absorbing discrete-time finite Markov chains