On finite long run costs and rewards in infinite Markov chains
From MaRDI portal
Publication:2453991
DOI10.1016/j.spl.2014.04.005zbMath1298.60073OpenAlexW2046722356MaRDI QIDQ2453991
Werner Sandmann, Hendrik Baumann
Publication date: 12 June 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2014.04.005
drift conditioninfinite Markov chainfinite long run costfinite long run rewardfoster-Lyapunov-type criterion
Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on discrete state spaces (60J27)
Related Items (2)
Bounded truncation error for long-run averages in infinite Markov chains ⋮ Finite-state-space truncations for infinite quasi-birth-death processes
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Markov chains and stochastic stability
- Continuous-time Markov chains. An applications-oriented approach
- Infinite level-dependent QBD processes and matrix-analytic solutions for stochastic chemical kinetics
- An Introduction to Queueing Theory and Matrix-Analytic Methods
- The existence of moments for stationary Markov chains
- Sufficient conditions for regularity, recurrence and ergodicity of Markov processes
- Computing Stationary Expectations in Level-Dependent QBD Processes
- Some Conditions for Ergodicity and Recurrence of Markov Chains
- On the Stochastic Matrices Associated with Certain Queuing Processes
This page was built for publication: On finite long run costs and rewards in infinite Markov chains