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Kybernetika 39(2):155-163, 2003.

Some Ideas for Comparison of Bellman Chains.

Laurent Truffet


Abstract:

In this paper we are exploiting some similarities between Markov and Bellman processes and we introduce the main concepts of the paper: comparison of performance measures, and monotonicity of Bellman chains. These concepts are used to establish the main result of this paper dealing with comparison of Bellman chains.


Keywords: Markov chains; monotonicity;


AMS: 93B27; 06F05; 60E15; 90C39;


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BIB TeX

@article{kyb:2003:2:155-163,

author = {Truffet, Laurent },

title = {Some Ideas for Comparison of Bellman Chains.},

journal = {Kybernetika},

volume = {39},

year = {2003},

number = {2},

pages = {155-163}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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