Sufficient Conditions for Positive Recurrence and Recurrence of Specially Structured Markov Chains.
Thomas B. CrabillPublished in: Oper. Res. (1968)
Keyphrases
- sufficient conditions
- markov chain
- stationary distribution
- finite state
- steady state
- markov process
- transition probabilities
- markov model
- state space
- markov processes
- random walk
- stochastic process
- asymptotic stability
- fixed point
- lyapunov function
- transition matrix
- exponential stability
- optimal policy
- efficiently computable
- equilibrium point
- linear systems