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Risk-Sensitive Probability for Markov Chains

dc.contributor.advisorMarcus, Steven I.en_US
dc.contributor.authorRamezani, Vahid R.en_US
dc.contributor.authorMarcus, Steven I.en_US
dc.date.accessioned2007-05-23T10:12:13Z
dc.date.available2007-05-23T10:12:13Z
dc.date.issued2002en_US
dc.identifier.urihttp://hdl.handle.net/1903/6279
dc.description.abstractThe probability distribution of a Markov chain is viewed as the information state of an additive optimization problem. This optimization problem is then generalized to a product form whose information state gives rise to a generalized notion of probability distributionfor Markov chains. The evolution and the asymptoticbehavior of this generalized or "risk-sensitive"probability distribution is studied in this paper and a conjecture isproposed regarding the asymptotic periodicity of risk-sensitive probability. The relation between a set of simultaneous non-linear equations and the set of periodic attractors is analyzed. <p>en_US
dc.format.extent254808 bytes
dc.format.mimetypeapplication/pdf
dc.language.isoen_USen_US
dc.relation.ispartofseriesISR; TR 2002-46en_US
dc.subjectNext-Generation Product Realization Systemsen_US
dc.titleRisk-Sensitive Probability for Markov Chainsen_US
dc.typeTechnical Reporten_US
dc.contributor.departmentISRen_US


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