| Title:
|
Some ideas for comparison of Bellman chains (English) |
| Author:
|
Truffet, Laurent |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
39 |
| Issue:
|
2 |
| Year:
|
2003 |
| Pages:
|
[155]-163 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
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. (English) |
| Keyword:
|
Markov chains |
| Keyword:
|
monotonicity |
| MSC:
|
06F05 |
| MSC:
|
60E15 |
| MSC:
|
60J99 |
| MSC:
|
90C39 |
| MSC:
|
93B27 |
| MSC:
|
93C65 |
| MSC:
|
93E03 |
| idZBL:
|
Zbl 1249.93159 |
| idMR:
|
MR1996554 |
| . |
| Date available:
|
2009-09-24T19:52:22Z |
| Last updated:
|
2015-03-23 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/135518 |
| . |
| Reference:
|
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| Reference:
|
[2] Bertsekas D. P.: Dynamic Programming.Prentice–Hall, Englewood Cliffs, NJ 1987 MR 0896902 |
| Reference:
|
[3] Moral P. Del, Doisy M.: On the applications of Maslov optimization theory.Russian Math. Notes 69 (2001), 2, 232–244 MR 1830225, 10.1023/A:1002828503858 |
| Reference:
|
[4] Keilson J., Kester A.: Monotone matrices and monotone Markov processes.Stochastic Process. Appl. 5 (1977), 231–241 Zbl 0367.60078, MR 0458596, 10.1016/0304-4149(77)90033-3 |
| Reference:
|
[5] Kijima M.: Markov Processes for Stochastic Modeling.Chapman–Hall, London 1997 Zbl 0866.60056, MR 1429618 |
| Reference:
|
[6] Quadrat J. P., WG, Max-Plus: Min-Plus linearity and statistical mechanics.Markov Processes and Related Fields 3 (1997), 4, 565–597 MR 1607091 |
| . |
