Some ideas for comparison of Bellman chains
Kybernetika, Tome 39 (2003) no. 2, p. [155]
Voir la notice de l'article provenant de 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.
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]},
publisher = {mathdoc},
volume = {39},
number = {2},
year = {2003},
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, p. [155]. http://geodesic.mathdoc.fr/item/KYB_2003__39_2_a5/