Limit Behaviour of Upper and Lower Expected Time Averages in Discrete-Time Imprecise Markov Chains.

Natan T'Joens Jasper De Bock

Published in: IPMU (2) (2020)

Keyphrases

markov chain
finite state
markov processes
steady state
transition probabilities
markov process
monte carlo
state space
monte carlo simulation
markov model
random walk
stationary distribution
stochastic process
monte carlo method
assemble to order systems
confidence intervals
dynamic programming
transition matrix