Temat: Markov chains - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: A generalization of Uenos inequality for n-step transition probabilities
Autorzy:: Nowak, Andrzej
Powiązania:: https://bibliotekanauki.pl/articles/1338973.pdf
Data publikacji:: 1998
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: adaptive control
transition probabilities
stochastic control
Markov chains
Opis:: We provide a generalization of Ueno's inequality for n-step transition probabilities of Markov chains in a general state space. Our result is relevant to the study of adaptive control problems and approximation problems in the theory of discrete-time Markov decision processes and stochastic games.
Źródło:: Applicationes Mathematicae; 1998-1999, 25, 3; 295-299
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Directed forests with application to algorithms related to Markov chains
Autorzy:: Pokarowski, Piotr
Powiązania:: https://bibliotekanauki.pl/articles/1338687.pdf
Data publikacji:: 1999
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: entrywise relative error
directed forest
Matrix Tree Theorem
directed graph
Simulated Annealing
Markov chains
Metropolis algorithm
direct methods for linear systems
nearly completely decomposable Markov chains
aggregation algorithms
nonhomogeneous Markov chains
Markov Chain Tree Theorem
Markov chain Monte Carlo algorithms
Gibbs sampler
Opis:: This paper is devoted to computational problems related to Markov chains (MC) on a finite state space. We present formulas and bounds for characteristics of MCs using directed forest expansions given by the Matrix Tree Theorem. These results are applied to analysis of direct methods for solving systems of linear equations, aggregation algorithms for nearly completely decomposable MCs and the Markov chain Monte Carlo procedures.
Źródło:: Applicationes Mathematicae; 1999, 26, 4; 395-414
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 3.

Tytuł:: Recursive self-tuning control of finite Markov chains
Autorzy:: Borkar, Vivek
Powiązania:: https://bibliotekanauki.pl/articles/1339274.pdf
Data publikacji:: 1997
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: controlled Markov chains
stochastic approximation
relative value iteration
self-tuning control
adaptive control
Opis:: A recursive self-tuning control scheme for finite Markov chains is proposed wherein the unknown parameter is estimated by a stochastic approximation scheme for maximizing the log-likelihood function and the control is obtained via a relative value iteration algorithm. The analysis uses the asymptotic o.d.e.s associated with these.
Źródło:: Applicationes Mathematicae; 1996-1997, 24, 2; 169-188
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

Artykuł

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