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dc.contributor.authorDayar T.en_US
dc.contributor.authorFourneau, J. M.en_US
dc.contributor.authorPekergin, N.en_US
dc.date.accessioned2016-02-08T10:28:18Z
dc.date.available2016-02-08T10:28:18Zen_US
dc.date.issued2003en_US
dc.identifier.issn0399-0559
dc.identifier.issn1290-3868
dc.identifier.urihttp://hdl.handle.net/11693/24367en_US
dc.description.abstractWe 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.en_US
dc.language.isoEnglishen_US
dc.source.titleRAIRO - Operations Researchen_US
dc.relation.isversionofhttp://dx.doi.org/10.1051/ro:2003015en_US
dc.subjectMarkov Processesen_US
dc.subjectProbability Distributionsen_US
dc.subjectSt-orderen_US
dc.subjectStochastic Orderingen_US
dc.subjectBranch and Bound Methoden_US
dc.subjectMathematical Transformationsen_US
dc.subjectMatrix Algebraen_US
dc.subjectProbability Distributionsen_US
dc.subjectStochastic (st) Orderen_US
dc.subjectStochastic Orderingen_US
dc.subjectTransformed Matrixen_US
dc.subjectMarkov Processesen_US
dc.titleTransforming stochastic matrices for stochastic comparison with the st-orderen_US
dc.typeArticleen_US
dc.departmentDepartment of Computer Engineeringen_US
dc.citation.spage85en_US
dc.citation.epage97en_US
dc.citation.volumeNumber37en_US
dc.citation.issueNumber2en_US
dc.identifier.doi10.1051/ro:2003015en_US
dc.publisherE D P Sciencesen_US


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