Markov set-chains
The present monograph has the merit of pulling together the results of the rich literature on Markov set-chains as a cohesive whole, easier to understand and establish its place and development direction within the specific research field. During the past decade, the author developed interval mathematics techniques for nonhomogeneous Markov chains, the transition matrix of the system being allowed to change with time and leading to the matrix equations \(x(k+ 1)= x(k)A_k\), where \(P\leq A_k\leq Q\), for some given matrices \(P\) and \(Q\). Chapter 1 covers the results on stochastic matrices which are used in the development of Markov chains, nonhomogeneous Markov chains, and Markov set-chains. Chapter 2 represents the basic part for the study of Markov set-chains that allow for fluctuating transition matrices at each step in time but yet providing a long run limit, and integrates the theory of classical Markov chains into a new setting. Chapter 3 investigates the conditions which assure a Markov set-chain (or related such chain) to converge, and describes the properties of the limit set. Chapter 4 shows how Markov set-chains are applied in the classical work of chain behaviour. The final Appendix gives a brief survey of several topics of mathematics used within this monograph: norms, operations on compact sets, convex sets and polytopes, probability theory results. Furthermore, each chapter includes illustrating examples and additional notes to the related results and literature. This useful monograph addresses a large area of mathematicians, engineers, economists, social and human scientists motivated by the development of interval techniques for the study of various systems that can show fluctuation.
- Markov chain transition probabilities and experimental data
- Lumping in Markov set-chains
- Boxed iterations.
- Asynchronous periodic event-triggered consensus for multi-agent systems
- Robust topological policy iteration for infinite horizon bounded Markov decision processes
- Utilizing network structure to accelerate Markov chain Monte Carlo algorithms
- Convergence of cultural traits with time-varying self-confidence in the Panebianco (2014) model -- a corrigendum
- Kolmogorov-type and general extension results for nonlinear expectations
- Coefficients of ergodicity for Markov chains with uncertain parameters
- Difference equations in a general setting
- Application of Markov chains for tracking the decay of food products
- On nonlinear expectations and Markov chains under model uncertainty
- Average behaviour in discrete-time imprecise Markov chains: a study of weak ergodicity
- Robust stability of polytopic time-inhomogeneous Markov jump linear systems
- Perturbation bounds and degree of imprecision for uniquely convergent imprecise Markov chains
- Flux through a Markov chain
- A classification of invariant distributions and convergence of imprecise Markov chains
- Markov risk mappings and risk-sensitive optimal prediction
- Random walks on graphs with interval weights and precise marginals
- Computing the critical dimensions of Bratteli-Vershik systems with multiple edges
- Set-valued Markov chain and properties of its falling shadows
- Imprecise stochastic processes in discrete time: global models, imprecise Markov chains, and ergodic theorems
- Ergodicity conditions for upper transition operators
- Stochastic box limits for nonhomogeneous markov chains
- Noisy fluctuating clocks for Markov chains
- On optimality gaps for fuzzification in finite Markov decision processes
- Markov Set-Chains as Abstractions of Stochastic Hybrid Systems
- A Markovian analysis of hurricane transitions
- Composition Markov chains of multinomial type
- Bonus-malus Systems as Markov Set-chains
- IMPRECISE MARKOV CHAINS AND THEIR LIMIT BEHAVIOR
- Sequential limits in Markov set-chains
- On the theory of Markov set-chains
- scientific article; zbMATH DE number 1051717 (Why is no real title available?)
- scientific article; zbMATH DE number 1163849 (Why is no real title available?)
- Consistency and refinement for interval Markov chains
- Dwell time analysis of deterministic and stochastic switched systems
- Maintenance policy performance assessment in presence of imprecision based on Dempster-Shafer theory of evidence
- Markov (Set) chains application to predict mortality rates using extended Milevsky–Promislov generalized mortality models
- Multimodal dynamics of nonhomogeneous absorbing Markov chains evolving at stochastic transition rates
- Application of the Markov chains in the prediction of the mortality rates in the generalized stochastic Milevsky-Promislov model
- Stochastic dynamics simulation with generalized interval probability
- Cyclic markov set-chains
- Symbolic Markov Chains
- Constraint Markov chains
- Markoff Chains--Denumerable Case
- Markov chains under nonlinear expectation
- Wasserstein perturbations of Markovian transition semigroups
- Reversible imprecise Markov chains
- Embedded population systems in Markov set-chains
- Perfect information two-person zero-sum Markov games with imprecise transition probabilities
- Verified stochastic methods
- Price distortions under coarse reasoning with frequent trade
- Efficient computation of the bounds of continuous time imprecise Markov chains
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