On regularly perturbed fundamental matrices

DOI10.1016/J.JMAA.2007.01.107MaRDI QIDQ2643996zbMATH OpenOpenAlexFDO

Authors Jerzy Filar, Vladimir Ejov, F. M. Spieksma

Publication date 27 August 2007

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1887/64336

zbMATH Keywords

couplingfundamental matrixMarkov chainregular perturbation

Mathematics Subject Classification ID

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

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Cites work

• Cesaro limits of analytically perturbed stochastic matrices
• Discrete Dynamic Programming
• Finite Continuous Time Markov Chains
• Hamiltonian Cycles and Singularly Perturbed Markov Chains
• scientific article; zbMATH DE number 3543833 (Why is no real title available?)
• scientific article; zbMATH DE number 1786116 (Why is no real title available?)
• scientific article; zbMATH DE number 1416816 (Why is no real title available?)
• Iterative solution of the functional equations of undiscounted Markov renewal programming
• Markov chains and stochastic stability
• On regularly perturbed fundamental matrices
• On Series Expansions and Stochastic Matrices
• Perturbation theory and finite Markov chains
• Recurrence Conditions for Average and Blackwell Optimality in Denumerable State Markov Decision Chains
• The fundamental matrix of singularly perturbed Markov chains

Cited in

(2)

• On regularly perturbed fundamental matrices
• Deviation matrix in denumerable Markov processes: characterisation, rank-one perturbation and restart

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