Componentwise bounds for nearly completely decomposable Markov chains using stochastic comparison and reordering.
Nihal PekerginTugrul DayarDenizhan N. AlparslanPublished in: Eur. J. Oper. Res. (2005)
Keyphrases
- markov chain
- markov processes
- probabilistic automata
- stochastic process
- monte carlo
- steady state
- transition probabilities
- monte carlo method
- finite state
- markov process
- state space
- sample path
- markov model
- stationary distribution
- finite automata
- monte carlo simulation
- upper bound
- transition matrix
- random walk
- worst case
- relative entropy
- large deviations
- assemble to order systems
- variance reduction
- markov models
- stochastic processes
- stochastic model
- confidence intervals
- non stationary