Markov chains and invariant probabilities

From MaRDI portal
Publication:1810418

zbMath1036.60003MaRDI QIDQ1810418

Onésimo Hernández-Lerma, Jean-Bernard Lasserre

Publication date: 6 June 2003

Published in: Progress in Mathematics (Search for Journal in Brave)




Related Items (65)

Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel SpacesGradient flows in metric random walk spacesUnnamed ItemUnnamed ItemDiffusion in large networksA semidefinite optimization approach to the steady-state analysis of queueing systems\((\mathrm{BV},L^p)\)-decomposition, \(p = 1,2\), of functions in metric random walk spacesFinite-Memory Strategies in POMDPs with Long-Run Average ObjectivesPerfect simulation of steady-state Markov chain on mixed state spaceGeometry of information structures, strategic measures and associated stochastic control topologiesOn Linear Programming for Constrained and Unconstrained Average-Cost Markov Decision Processes with Countable Action Spaces and Strictly Unbounded CostsNonparametric estimation of the jump rate for non-homogeneous marked renewal processesOn sets of occupational measures generated by a deterministic control system on an infinite time horizonOn Stochastic Stability of a Class of non-Markovian Processes and Applications in QuantizationNear optimality of quantized policies in stochastic control under weak continuity conditionsBounding Stationary Averages of Polynomial Diffusions via Semidefinite ProgrammingMarkov chain aggregation and its applications to combinatorial reaction networksSimplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusionsEstimation and testing for a Poisson autoregressive modelRepresentation theory and multilevel filtersBootstrap, Markov chain Monte Carlo, and LP/SDP hierarchy for the lattice Ising modelSubcritical superprocesses conditioned on non-extinctionLayered networks, equilibrium dynamics, and stable coalitionsCorrection to: ``Layered networks, equilibrium dynamics, and stable coalitionsAsymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov ProcessesAn ergodic decomposition defined by regular jointly measurable Markov semigroups on Polish spacesAverage control of Markov decision processes with Feller transition probabilities and general action spacesA Transition to Sharp Timing in Stochastic Leaky Integrate-and-Fire Neurons Driven by Frozen Noisy InputAverage Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable PoliciesUnnamed ItemErgodicity of observation-driven time series models and consistency of the maximum likelihood estimatorOn nonlinear discrete-time systems driven by Markov chainsDecomposition formula and stationary measures for stochastic Lotka-Volterra system with applications to turbulent convectionSolutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisitedAn ergodic decomposition defined by transition probabilitiesMultidimensional random walk with reflectionsStochastic optimal control and linear programming approachIterated expectations, compact spaces, and common priorsErgodicity and stability of a dynamical system perturbed by impulsive random interventionsOn the ergodic decomposition for a class of Markov chainsExploring the qualitative behavior of uncertain dynamical systems: a computational approachInequalities for the ruin probability in a controlled discrete-time risk processOn average control generating families for singularly perturbed optimal control problems with long run average optimality criteriaCentral limit theorems for stochastic approximation with controlled Markov chain dynamics𝑊-Markov measures, transfer operators, wavelets and multiresolutionsMarkov control processes with pathwise constraintsA semidefinite programming approach to the generalized problem of momentsThe heat flow on metric random walk spacesThe total variation flow in metric random walk spacesRationally Inattentive Control of Markov ProcessesErgodicity of a bounded Markov chain with attractiveness towards the centreA unified stability theory for classical and monotone Markov chainsStrong Uniform Value in Gambling Houses and Partially Observable Markov Decision ProcessesRobustness of Markov processes on large networksA perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costsStationary and Ergodic Properties of Stochastic NonLinear Systems Controlled over Communication ChannelsRobustness to Incorrect Priors in Partially Observed Stochastic ControlUnnamed ItemConvex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic controlLeast gradient functions in metric random walk spacesApproximations of Countably Infinite Linear Programs over Bounded Measure SpacesUnnamed ItemOn the Hill relation and the mean reaction time for metastable processesConvergence of Recursive Stochastic Algorithms Using Wasserstein DivergenceAveraging and linear programming in some singularly perturbed problems of optimal control




This page was built for publication: Markov chains and invariant probabilities