Similar Search Results - EconBiz

Series Expansions for Finite-State Markov Chains

Heidergott, Bernd; Hordijk, Arie; Uitert, Maria Johanna … - 2005

This paper provides series expansions of the stationary distribution of a finite Markov chain. This leads to an efficient numerical algorithm for computing the stationary distribution of a finite Markov chain. Numerical examples are given to illustrate the performance of the algorithm

Persistent link: https://www.econbiz.de/10014027524

Strong bounds on perturbations

Heidergott, Bernd; Hordijk, Arie; Leahu, Haralambie - In: Mathematical methods of operations research 70 (2009) 1, pp. 99-127

Persistent link: https://www.econbiz.de/10003881245

Series expansions for finite-state Markov chains

Heidergott, Bernd; Hordijk, Arie; Uitert, Maria Johanna … - 2005

Persistent link: https://www.econbiz.de/10003155798

Series expansions for finite-state Markov chains

Heidergott, Bernd; Hordijk, Arie; Uitert, Maria Johanna … - 2005

This paper provides series expansions of the stationary distribution of a finite Markov chain. This leads to an efficient numerical algorithm for computing the stationary distribution of a finite Markov chain. Numerical examples are given to illustrate the performance of the algorithm.

Persistent link: https://www.econbiz.de/10011346475

Insuring against the shortfall risk associated with real options

Weisshaupt, Heinz - In: Decisions in economics and finance : DEF ; a journal of … 26 (2003) 2, pp. 81-96

Persistent link: https://www.econbiz.de/10001827948

A weak derivative approach to optimization of treshold parameters in a multi-component maintenance system

Heidergott, Bernd - 1997

Persistent link: https://www.econbiz.de/10000973968

Analysis of a finite-source customer assigment model with no state information

Hordijk, Arie - In: Mathematical methods of operations research 47 (1998) 2, pp. 317-336

Persistent link: https://www.econbiz.de/10001242924

Linear programming formulation of MDPs in countable state space : the multichain case

Hordijk, Arie - In: Zeitschrift für Operations-Research : ZOR ; … 40 (1994) 1, pp. 91-108

Persistent link: https://www.econbiz.de/10001164447

Blackwell optimality in the class of stationary policies in Markov decision chains with a Borel state space and unbounded rewards

Hordijk, Arie; Juškevič, Aleksandr Adolʹfovič - In: Mathematical methods of operations research 49 (1999) 1, pp. 1-39

Persistent link: https://www.econbiz.de/10001415240

Undiscounted Markov decision chains with partial information : an algorithm for computing a locally optimal periodic policy

Hordijk, Arie - In: Zeitschrift für Operations-Research : ZOR ; … 40 (1994) 2, pp. 163-181

Persistent link: https://www.econbiz.de/10001173094

A service of the