Scientific Production Faculty

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



Hernández Gress, Eva Selene

2008

Hernandez Gress Eva Selene, Perez Lechuga Gilberto


Abstract


We consider a stationery distribution of a finite, irreducible, homogeneous Markov Chain. Our aim is to pertub the transition probabilities matrix 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.



UAEH Research Product




Related articles

Model that identifies process maturity. Case: small manufacturing company

Some Efficiency Measures in the Operation of Flexible Manufacturing Systems: A Stochastic Approach. ...