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On the stability of the trajectory of markov processes

โœ Scribed by R.Z. Khas'minskii


Publisher
Elsevier Science
Year
1962
Tongue
English
Weight
692 KB
Volume
26
Category
Article
ISSN
0021-8928

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Bounding reward measures of Markov model
โœ Peter Buchholz ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 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