Computable exponential convergence rates for stochastically ordered Markov processes
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Cited in
(59)- Estimate the exponential convergence rate of \(f\)-ergodicity via spectral gap
- Error bounds for augmented truncations of discrete-time block-monotone Markov chains under geometric drift conditions
- Perturbation analysis for continuous-time Markov chains
- Blackwell optimality in the class of Markov policies for continuous-time controlled Markov chains
- Technical note: Traffic intensity estimation
- New optimality conditions for average-payoff continuous-time Markov games in Polish spaces
- SMALL AND PSEUDO-SMALL SETS FOR MARKOV CHAINS
- On subexponential convergence to equilibrium of Markov processes
- Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs
- Stationary distributions and convergence for \(M/M/1\) queues in interactive random environment
- Efficient Markovian couplings: Examples and counterexamples.
- Speed of convergence to the quasi-stationary distribution for Lévy input fluid queues
- A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
- On structural properties of the value function for an unbounded jump Markov process with an application to a processor sharing retrial queue
- Explicit convergence rates for the \(M/G/1\) queue under perturbation
- scientific article; zbMATH DE number 939782 (Why is no real title available?)
- The rate of convergence to stationarity for \(\mathrm{M}/\mathrm{G}/1\) models with admission controls via coupling
- COMPUTABLE STRONGLY ERGODIC RATES OF CONVERGENCE FOR CONTINUOUS-TIME MARKOV CHAINS
- Convergence rates of attractive-repulsive MCMC algorithms
- Computable bounds on the spectral gap for unreliable Jackson networks
- Efficient Markovian couplings: Examples and counterexamples
- Determining an adequate probe separation for estimating the arrival rate in an \(M/D/1\) queue using single-packet probing
- Hitting time and convergence rate bounds for symmetric Langevin diffusions
- Bias and Overtaking Optimality for Continuous-Time Jump Markov Decision Processes in Polish Spaces
- Subgeometric rates of convergence for a class of continuous-time Markov process
- Convergence rate to equilibrium in Wasserstein distance for reflected jump-diffusions
- Equivalence of exponential ergodicity and \(L^ 2\)-exponential convergence for Markov chains.
- Quantitative estimates for the long-time behavior of an ergodic variant of the telegraph process
- Stationary analysis of a single queue with remaining service time-dependent arrivals
- Discounted continuous-time constrained Markov decision processes in Polish spaces
- Sub-exponential rate of convergence to equilibrium for processes on the half-line
- Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line
- Stochastic comparison for Lévy-type processes
- Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results
- Convergence rates in monotone separable stochastic networks
- Markov-chain monte carlo: Some practical implications of theoretical results
- Exponential convergence rates for stochastically ordered Markov processes under perturbation
- Exponential ergodicity and convergence for generalized reflected Brownian motion
- Subgeometric ergodicity of strong Markov processes
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- Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes
- Average optimality inequality for continuous-time Markov decision processes in Polish spaces
- Perturbation analysis for continuous-time Markov chains in a weak sense
- On strong bounds of rate of convergence for regenerative processes
- Continuous-time block-monotone Markov chains and their block-augmented truncations
- On associated polynomials and decay rates for birth--death processes.
- Coupling and exponential convergence rate for Markovian switching jump diffusions
- Subgeometric ergodicity for continuous-time Markov chains
- Average optimality for continuous-time Markov decision processes in Polish spaces
- Dynamic contagion in a banking system with births and defaults
- Asymptotic optimality of quantized stationary policies in continuous-time Markov decision processes with Polish spaces
- Policy iteration for continuous-time average reward Markov decision processes in Polish spaces
- New discount and average optimality conditions for continuous-time Markov decision processes
- Stationary distributions and convergence for Walsh diffusions
- Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
- Strong n-discount and finite-horizon optimality for continuous-time Markov decision processes
- Asymptotic optimality and rates of convergence of quantized stationary policies in continuous-time Markov decision processes
- Fundamental design principles for reinforcement learning algorithms
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