Transforming stochastic matrices for stochastic comparison with the st-order
Fourneau, J. M.
RAIRO - Operations Research
E D P Sciences
85 - 97
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We present a transformation for stochastic matrices and analyze the effects of using it in stochastic comparison with the strong stochastic (st) order. We show that unless the given stochastic matrix is row diagonally dominant, the transformed matrix provides better st bounds on the steady state probability distribution. © EDP Sciences 2003.
Branch and Bound Method
Stochastic (st) Order
Published Version (Please cite this version)http://dx.doi.org/10.1051/ro:2003015
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