IMPRECISE MARKOV CHAINS AND THEIR LIMIT BEHAVIOR

DOI10.1017/S0269964809990039zbMath1183.60026arXiv0801.0980OpenAlexW3102934921MaRDI QIDQ3644940

Erik Quaeghebeur, Filip Hermans, Gert De Cooman

Publication date: 13 November 2009

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0801.0980

zbMATH Keywords

sensitivity analysisPerron-Frobenius theoremimprecise Markov chainlower and upper expectationscredal sets

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov processes (60J99)

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