Producción Científica Profesorado

Optimitation and perturbation analysis in the stationary distribution of a Markov Chain



Hernández Gress, Eva Selene

2008

Hernández Gress Eva Selene, Pérez Lechuga Gilberto


Abstract


We considerer a stationery distribution of a finite, irreducible, homogeneus Markov Chain. Our aim is to pertub the transition probalities matriz using approximations to fin regions of feasibility and oiptimality for a given basis when the chain is optimized using linear programming. We also explore the application of perturbations bonds and analyze the effects of these on the construction of optimal policies.



Producto de Investigación UAEH




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