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Absolute continuity of measures in the class of Markov and semi-Markov processes of diffusion type

✍ Scribed by B. P. Harlamov


Publisher
Springer US
Year
2005
Tongue
English
Weight
257 KB
Volume
127
Category
Article
ISSN
1573-8795

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Bounding reward measures of Markov model
✍ Peter Buchholz πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 388 KB

## SUMMARY For a Markov reward process, where upper and lower bounds for the transition rates and rewards are known, a new approach to bound the expected reward is presented. Based on a previous paper where sharp bounds have been defined for the problem, but only an inefficient and unstable algorit