Application of Markov chains to the analysis of interzonal flows in a network
Franco Caroti Ghelli (1998)
RAIRO - Operations Research - Recherche Opérationnelle
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Franco Caroti Ghelli (1998)
RAIRO - Operations Research - Recherche Opérationnelle
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Gary J. Koehler (1980)
RAIRO - Operations Research - Recherche Opérationnelle
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Marius Losifescu (1979)
Banach Center Publications
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Franco Giannessi (2002)
RAIRO - Operations Research - Recherche Opérationnelle
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A problem (arisen from applications to networks) is posed about the principal minors of the matrix of transition probabilities of a Markov chain.
Raúl Montes-de-Oca, Alexander Sakhanenko, Francisco Salem-Silva (2003)
Applicationes Mathematicae
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We analyse a Markov chain and perturbations of the transition probability and the one-step cost function (possibly unbounded) defined on it. Under certain conditions, of Lyapunov and Harris type, we obtain new estimates of the effects of such perturbations via an index of perturbations, defined as the difference of the total expected discounted costs between the original Markov chain and the perturbed one. We provide an example which illustrates our analysis.
Takacs, Christiane (2006)
Mathematica Pannonica
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O. Adelman (1976)
Annales scientifiques de l'Université de Clermont. Mathématiques
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Laurent Mazliak (2007)
Revue d'histoire des mathématiques
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We present the letters sent by Wolfgang Doeblin to Bohuslav Hostinský between 1936 and 1938. They concern some aspects of the general theory of Markov chains and the solutions of the Chapman-Kolmogorov equation that Doeblin was then establishing for his PhD thesis.
Laurent Truffet (2003)
Kybernetika
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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.