Numerical Method for Bounds Computations of Discrete-Time Markov Chains with Different State Spaces

被引：0
|
作者：
Ahmane, Mourad [1 ]
Truffet, Laurent [2 ]
机构：
[1] Univ Technol Belfort Montbeliard, SET Lab, F-90010 Belfort, France
[2] Ecole Mines, F-44307 Nantes, France
来源：
ANALYTICAL AND STOCHASTIC MODELING TECHNIQUES AND APPLICATIONS, PROCEEDINGS | 2009年 / 5513卷
关键词：
Discrete-time Markov chains; comparison; bounds; Gamma-algorithm;
D O I：
暂无
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
In this paper, we propose a numerical method for bounds computations of discrete-time Markov chains with different state spaces. This method is based on the necessary and sufficient conditions for the comparison of one-dimensional (also known as the point-wise comparison) of discrete-time Markov chains given in our previous work [3]. For achieving our objective, we proceed as follows. Firstly, we transform the comparison criterion under the form of a complete linear system of inequalities. Secondly, we use our implementation on Scilab software of Gamma-algorithm to determine the set of all possible bounds of a given Markov chain.
引用
收藏
页码：309 / +
页数：4
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