Some ideas for comparison of Bellman chains
Kybernetika, Tome 39 (2003) no. 2, pp. 155-163
Cet article a éte moissonné depuis la source Czech Digital Mathematics Library
In this paper we are exploiting some similarities between Markov and Bellman processes and we introduce the main concepts of the paper: comparison of performance measures, and monotonicity of Bellman chains. These concepts are used to establish the main result of this paper dealing with comparison of Bellman chains.
In this paper we are exploiting some similarities between Markov and Bellman processes and we introduce the main concepts of the paper: comparison of performance measures, and monotonicity of Bellman chains. These concepts are used to establish the main result of this paper dealing with comparison of Bellman chains.
Classification :
06F05, 60E15, 60J99, 90C39, 93B27, 93C65, 93E03
Keywords: Markov chains; monotonicity
Keywords: Markov chains; monotonicity
@article{KYB_2003_39_2_a5,
author = {Truffet, Laurent},
title = {Some ideas for comparison of {Bellman} chains},
journal = {Kybernetika},
pages = {155--163},
year = {2003},
volume = {39},
number = {2},
mrnumber = {1996554},
zbl = {1249.93159},
language = {en},
url = {http://geodesic.mathdoc.fr/item/KYB_2003_39_2_a5/}
}
Truffet, Laurent. Some ideas for comparison of Bellman chains. Kybernetika, Tome 39 (2003) no. 2, pp. 155-163. http://geodesic.mathdoc.fr/item/KYB_2003_39_2_a5/
[1] Baccelli F., Cohen G., Olsder G. J., Quadrat J.-P.: Synchronization and Linearity. Wiley, New York 1992 | MR | Zbl
[2] Bertsekas D. P.: Dynamic Programming. Prentice–Hall, Englewood Cliffs, NJ 1987 | MR
[3] Moral P. Del, Doisy M.: On the applications of Maslov optimization theory. Russian Math. Notes 69 (2001), 2, 232–244 | DOI | MR
[4] Keilson J., Kester A.: Monotone matrices and monotone Markov processes. Stochastic Process. Appl. 5 (1977), 231–241 | DOI | MR | Zbl
[5] Kijima M.: Markov Processes for Stochastic Modeling. Chapman–Hall, London 1997 | MR | Zbl
[6] Quadrat J. P., WG, Max-Plus: Min-Plus linearity and statistical mechanics. Markov Processes and Related Fields 3 (1997), 4, 565–597 | MR