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Description
  • This note presents succinct proofs of the basic perturbation formulas for the steady state distributions of finite state discrete-time Markov chains. Perturbation results are then applied to Markov reward chains. For the average reward criterion the respective perturbation formulae follow then immediately. For models with discounting some perturbation formulas are presented and it is shown how the perturbation results for steady state distributions can be employed for obtaining error bounds formulas of total discounted rewards.
  • This note presents succinct proofs of the basic perturbation formulas for the steady state distributions of finite state discrete-time Markov chains. Perturbation results are then applied to Markov reward chains. For the average reward criterion the respective perturbation formulae follow then immediately. For models with discounting some perturbation formulas are presented and it is shown how the perturbation results for steady state distributions can be employed for obtaining error bounds formulas of total discounted rewards. (en)
  • V příspěvku je uvedeno jednoduché odvození základních perturbačních vztahů pro markovské řetězce s diskrétním časem: Tyto vztahy jsou následně použity pro markovské procesy s ohodnoceními. Pro případ kritéria průměrného výnosu perturbační vztahy plynou okamžitě; pro modely s diskontovaním přibližné rovnice dostanememe rozvojem mocnin přechodových matic, přesně vztahy pak transformací diskontovaných modelů na tvar odpovídající modelům s kritériem průměrného výnosu. (cs)
Title
  • Perturbations and Error Bounds in Discounted Markov Reward Models
  • Perturbace a odhady chyb v markovských procesech s ohodnoceními (cs)
  • Perturbations and Error Bounds in Discounted Markov Reward Models (en)
skos:prefLabel
  • Perturbations and Error Bounds in Discounted Markov Reward Models
  • Perturbace a odhady chyb v markovských procesech s ohodnoceními (cs)
  • Perturbations and Error Bounds in Discounted Markov Reward Models (en)
skos:notation
  • RIV/67985556:_____/07:00083287!RIV08-AV0-67985556
http://linked.open.../vavai/riv/strany
  • 158;165
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/05/0115), P(GA402/07/1113), Z(AV0Z10750506)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 441075
http://linked.open...ai/riv/idVysledku
  • RIV/67985556:_____/07:00083287
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Discrete-time Markov and Markov reward chains; perturbation theory; updating formulas (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [1E259FB4F834]
http://linked.open...v/mistoKonaniAkce
  • Herĺany
http://linked.open...i/riv/mistoVydani
  • Košice
http://linked.open...i/riv/nazevZdroje
  • Proceedings 15th International Scientific Conference on Mathematical Method in Economics and Industry
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Sladký, Karel
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
http://linked.open...n/vavai/riv/zamer
number of pages
http://purl.org/ne...btex#hasPublisher
  • Univerzita P.J. Šafárika v Košicích
https://schema.org/isbn
  • 978-80-89089-58-1
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