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Abstract: These lecture notes are a self contained treatment of the solution of equilibria equations and ergodicity for "psi-irreducible Markov chains". For a bit more depth, and in particular the treatment of general state spaces, see [12] (available at black.csl.uiuc.edu/~meyn), or see [11]. (Update)
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0.7: MARKOV DECISION PROCESSES - Models, Methods, Directions, and Open.. - Meyn (1999) (Correct)
0.3: The Policy Iteration Algorithm for Average Reward Markov Decision.. - Meyn (1997) (Correct)
0.3: Value Iteration and Optimization of Multiclass Queueing Networks - Chen, Meyn (1997) (Correct)
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0.2: Exponential and Uniform Ergodicity of Markov Processes - Down, Meyn, Tweedie (1995) (Correct)
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21: Markov chains for exploring posterior distributions (context) - Tierney - 1994
19: General Irreducible Markov Chains and Non-Negative Operators (context) - Nummelin - 1984
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BibTeX entry: (Update)
S. P. Meyn and R. L. Tweedie. Markov Chains and Stochastic Stability. Springer-Verlag, London, 1993. http://citeseer.ist.psu.edu/meyn93crash.html More
@misc{ meyn93markov,
author = "S. Meyn and R. Tweedie",
title = "Markov Chains and Stochastic Stability",
text = "S. P. Meyn and R. L. Tweedie. Markov Chains and Stochastic Stability. Springer-Verlag,
London, 1993.",
year = "1993",
url = "citeseer.ist.psu.edu/meyn93crash.html" }
Citations (may not include all citations):366 Markov Chains and Stochastic Stability - Meyn, Tweedie - 1993
268 Dynamic Programming and Markov Processes (context) - Howard - 1960
246 Markov Decision Processes (context) - Puterman - 1994 ACM
98 General Irreducible Markov Chains and Non-Negative Operators (context) - Nummelin - 1984
94 Linear Optimal Control Systems (context) - Kwakernaak, Sivan - 1972 ACM
65 Applying a new device in the optimization of exponential que.. (context) - Lippman - 1975
49 Duality and linear programs for stability and performance an.. - Kumar, Meyn - 1996
47 Performance bounds for queueing networks and scheduling poli.. - Kumar, Kumar - 1994
29 Dynamic Programming and Markov Potential Theory (context) - Hordijk - 1977
14 A Lyapunov bound for solutions of Poisson's equation - Glynn, Meyn - 1996
10 Scheduling of multiclass queueing networks: Bounds on achiev.. (context) - Ch, Bertsimas et al. - 1992
9 the Poisson equation in the potential theory of a single ker.. (context) - Nummelin - 1991
9 Variance Reduction Via an Approximating Markov Process (context) - Henderson - 1997
8 Pitman Research Notes in Mathematics Series (context) - Borkar, controlled - 1991
7 Variance reduction for simulation in multiclass queueing net.. - Henderson, Meyn - 1999
1 and Optimization To appear as a chapter in MARKOV DECISION P.. (context) - Meyn, Performance - 2000
The graph only includes citing articles where the year of publication is known.
Documents on the same site (http://black.csl.uiuc.edu/~meyn/pages/SpringNetworks.html):
MARKOV DECISION PROCESSES - Models, Methods, Directions, and Open.. - Meyn (1999) (Correct)
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