Risk-Sensitive Probability for Markov Chains
dc.contributor.advisor | Marcus, Steven I. | en_US |
dc.contributor.author | Ramezani, Vahid R. | en_US |
dc.contributor.author | Marcus, Steven I. | en_US |
dc.contributor.department | ISR | en_US |
dc.date.accessioned | 2007-05-23T10:12:13Z | |
dc.date.available | 2007-05-23T10:12:13Z | |
dc.date.issued | 2002 | en_US |
dc.description.abstract | The 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.extent | 254808 bytes | |
dc.format.mimetype | application/pdf | |
dc.identifier.uri | http://hdl.handle.net/1903/6279 | |
dc.language.iso | en_US | en_US |
dc.relation.ispartofseries | ISR; TR 2002-46 | en_US |
dc.subject | Next-Generation Product Realization Systems | en_US |
dc.title | Risk-Sensitive Probability for Markov Chains | en_US |
dc.type | Technical Report | en_US |
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