Some ideas for comparison of Bellman chains

Laurent Truffet

Kybernetika (2003)

  • Volume: 39, Issue: 2, page [155]-163
  • ISSN: 0023-5954

Abstract

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In this paper we are exploiting some similarities between Markov and Bellman processes and we introduce the main concepts of the paper: comparison of performance measures, and monotonicity of Bellman chains. These concepts are used to establish the main result of this paper dealing with comparison of Bellman chains.

How to cite

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Truffet, Laurent. "Some ideas for comparison of Bellman chains." Kybernetika 39.2 (2003): [155]-163. <http://eudml.org/doc/33631>.

@article{Truffet2003,
abstract = {In this paper we are exploiting some similarities between Markov and Bellman processes and we introduce the main concepts of the paper: comparison of performance measures, and monotonicity of Bellman chains. These concepts are used to establish the main result of this paper dealing with comparison of Bellman chains.},
author = {Truffet, Laurent},
journal = {Kybernetika},
keywords = {Markov chains; monotonicity; Markov chains; monotonicity},
language = {eng},
number = {2},
pages = {[155]-163},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Some ideas for comparison of Bellman chains},
url = {http://eudml.org/doc/33631},
volume = {39},
year = {2003},
}

TY - JOUR
AU - Truffet, Laurent
TI - Some ideas for comparison of Bellman chains
JO - Kybernetika
PY - 2003
PB - Institute of Information Theory and Automation AS CR
VL - 39
IS - 2
SP - [155]
EP - 163
AB - In this paper we are exploiting some similarities between Markov and Bellman processes and we introduce the main concepts of the paper: comparison of performance measures, and monotonicity of Bellman chains. These concepts are used to establish the main result of this paper dealing with comparison of Bellman chains.
LA - eng
KW - Markov chains; monotonicity; Markov chains; monotonicity
UR - http://eudml.org/doc/33631
ER -

References

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  1. Baccelli F., Cohen G., Olsder G. J., Quadrat J.-P., Synchronization and Linearity, Wiley, New York 1992 Zbl0824.93003MR1204266
  2. Bertsekas D. P., Dynamic Programming, Prentice–Hall, Englewood Cliffs, NJ 1987 MR0896902
  3. Moral P. Del, Doisy M., 10.1023/A:1002828503858, Russian Math. Notes 69 (2001), 2, 232–244 MR1830225DOI10.1023/A:1002828503858
  4. Keilson J., Kester A., 10.1016/0304-4149(77)90033-3, Stochastic Process. Appl. 5 (1977), 231–241 (1977) Zbl0367.60078MR0458596DOI10.1016/0304-4149(77)90033-3
  5. Kijima M., Markov Processes for Stochastic Modeling, Chapman–Hall, London 1997 Zbl0866.60056MR1429618
  6. Quadrat J. P., WG, Max-Plus, Min-Plus linearity and statistical mechanics, Markov Processes and Related Fields 3 (1997), 4, 565–597 (1997) MR1607091

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