Franco Giannessi (2010)
RAIRO - Operations Research
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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.
Chattopadhyay, Rita (1995)
International Journal of Mathematics and Mathematical Sciences
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Antonín Lešanovský (1990)
Czechoslovak Mathematical Journal
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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.
Marius Losifescu (1979)
Banach Center Publications
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Stenflo, Örjan (2008)
Electronic Communications in Probability [electronic only]
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Marco Ferrante (1993)
Rendiconti del Seminario Matematico della Università di Padova
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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.
Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewęgłowski (2015)
Banach Center Publications
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In this paper we study finite state conditional Markov chains (CMCs). We give two examples of CMCs, one which admits intensity, and another one, which does not admit an intensity. We also give a sufficient condition under which a doubly stochastic Markov chain is a CMC. In addition we provide a method for construction of conditional Markov chains via change of measure.