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Stochastic Bounds for Partially generated Markov chains: an algebraic approach
Abstract : We propose several algorithms to obtain bounds based on Censored Markov Chains to analyze partially generated discrete time Markov chains. The main idea is to avoid the generation of a huge (or even infinite) state space and to truncate the state space during the visit. The approach is purely algebraic and provides element-wise and stochastic bounds for the CMC.
https://hal.inria.fr/hal-00953620
Contributor : Arnaud Legrand Connect in order to contact the contributor
Submitted on : Friday, February 28, 2014 - 2:11:42 PM
Last modification on : Thursday, October 21, 2021 - 3:47:43 AM
Contributor : Arnaud Legrand Connect in order to contact the contributor
Submitted on : Friday, February 28, 2014 - 2:11:42 PM
Last modification on : Thursday, October 21, 2021 - 3:47:43 AM
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