Perturbed Markov Chains
We obtain results on the sensitivity of the invariant measure and other statistical quantities of a Markov chain with respect to perturbations of the transition matrix. We use graph-theoretic techniques, in contrast with the matrix analysis techniques previously used.
|Date of creation:||24 Feb 2002|
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- Solan, Eilon & Vieille, Nicolas, 2002.
"Correlated Equilibrium in Stochastic Games,"
Games and Economic Behavior,
Elsevier, vol. 38(2), pages 362-399, February.
- Eilon Solan & Nicolas Vieille, 2002. "Correlated Equilibrium in Stochastic Games," Post-Print hal-00465020, HAL.
- Eilon Solan & Nicolas Vieille, 1998. "Correlated Equilibrium in Stochastic Games," Discussion Papers 1226, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Dinah Rosenberg & Eilon Solan & Nicolas Vieille, 2002.
"Stochastic Games with Imperfect Monitoring,"
1341, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- repec:dau:papers:123456789/6019 is not listed on IDEAS
- Seneta, E., 1993. "Sensitivity of finite Markov chains under perturbation," Statistics & Probability Letters, Elsevier, vol. 17(2), pages 163-168, May.
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