Bounding reward measures of Markov models using the Markov decision processes.

DOI10.1002/NLA.792MaRDI QIDQ4897509zbMATH OpenOpenAlexFDO

Authors Peter Buchholz

Publication date 19 December 2012

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nla.792

zbMATH Keywords

boundsMarkov decision processesMarkov processesstationary analysis

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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Cites work

• A New Policy Evaluation Algorithm for Markov Decision Processes with Quasi Birth-Death Structure
• Bi-CGSTAB: A Fast and Smoothly Converging Variant of Bi-CG for the Solution of Nonsymmetric Linear Systems
• Bounded-parameter Markov decision processes
• Bounds for the Positive Eigenvectors of Nonnegative Matrices and for their Approximations by Decomposition
• Computing bounds on steady state availability of repairable computer systems
• Exact and ordinary lumpability in finite Markov chains
• GMRES On (Nearly) Singular Systems
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• scientific article; zbMATH DE number 714457 (Why is no real title available?)
• scientific article; zbMATH DE number 729460 (Why is no real title available?)
• scientific article; zbMATH DE number 1953444 (Why is no real title available?)
• Refinable bounds for large Markov chains

Cited in

(8)

• Error bounds for nonnegative dynamic models
• Computing the expected Markov reward rates with stationarity detection and relative error control
• Performance analysis of Markov regenerative reward models
• Positive invariance of polyhedrons and comparison of Markov reward models with different state spaces
• Censoring Markov Chains and Stochastic Bounds
• Bounding Stationary Expectations of Markov Processes
• scientific article; zbMATH DE number 19257 (Why is no real title available?)
• FSTTCS 2005: Foundations of Software Technology and Theoretical Computer Science

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