haku: @author Anily, S. / yhteensä: 9
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| Tekijä: | Anily, S. Federgruen, A. |
| Otsikko: | Ergodicity in parametric nonstationary Markov chains : an application to simulated annealing methods. |
| Lehti: | Operations Research
1987 : NOV-DEC, VOL. 35:6, p. 867-874 |
| Asiasana: | MARKOV CHAINS |
| Kieli: | eng |
| Tiivistelmä: | The Markov chain model is applied to innumerable practical systems in areas such as inventory managements, queueing systems, maintenance, and manpower planning. Tools are provided for characterizing for the long-run behaviour of an important class of nonstationary chains, the finite chains in which the time-dependent transition probabilities converge to a limiting matrix. Rather general, and widely verifiable, conditions are provided under which the weak and strong ergodicity concepts are equivalent for finite chains, and it is argued that these conditions will be satisfied in all but the most contrived situations. |
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