Dual bounds on the equilibrium distribution of a finite Markov chain
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Publication:1092519
DOI10.1016/0022-247X(87)90055-2zbMath0627.60064MaRDI QIDQ1092519
Publication date: 1987
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
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Cites Work
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- 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
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