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On Markov Chains with Uncertain Data

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  • Blanc, J.P.C.

    (Tilburg University, School of Economics and Management)

  • den Hertog, D.

    (Tilburg University, School of Economics and Management)

Abstract

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  • Blanc, J.P.C. & den Hertog, D., 2008. "On Markov Chains with Uncertain Data," Other publications TiSEM b44dfb0a-1676-4ce3-8d16-f, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:b44dfb0a-1676-4ce3-8d16-f16f29714ca4
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    References listed on IDEAS

    as
    1. Chen, Shih-Pin, 2004. "Parametric nonlinear programming for analyzing fuzzy queues with finite capacity," European Journal of Operational Research, Elsevier, vol. 157(2), pages 429-438, September.
    2. J. K. Satia & R. E. Lave, 1973. "Markovian Decision Processes with Probabilistic Observation of States," Management Science, INFORMS, vol. 20(1), pages 1-13, September.
    3. Ke, Jau-Chuan & Huang, Hsin-I & Lin, Chuen-Horng, 2007. "On retrial queueing model with fuzzy parameters," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 374(1), pages 272-280.
    4. Jay K. Satia & Roy E. Lave, 1973. "Markovian Decision Processes with Uncertain Transition Probabilities," Operations Research, INFORMS, vol. 21(3), pages 728-740, June.
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    Citations

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    Cited by:

    1. Jianzhe Zhen & Dick Hertog, 2017. "Centered solutions for uncertain linear equations," Computational Management Science, Springer, vol. 14(4), pages 585-610, October.
    2. Zhen, Jianzhe & den Hertog, Dick, 2015. "Robust Solutions for Systems of Uncertain Linear Equations," Discussion Paper 2015-044, Tilburg University, Center for Economic Research.
    3. Villacorta, Pablo J. & Verdegay, José L., 2016. "FuzzyStatProb: An R Package for the Estimation of Fuzzy Stationary Probabilities from a Sequence of Observations of an Unknown Markov Chain," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 71(i08).
    4. Zhen, Jianzhe & den Hertog, Dick, 2017. "Centered solutions for uncertain linear equations," Other publications TiSEM e625bf4d-40d2-4a94-be66-6, Tilburg University, School of Economics and Management.
    5. Gorissen, B.L. & Ben-Tal, A. & Blanc, J.P.C. & den Hertog, D., 2012. "A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having General Convex Uncertainty Sets," Discussion Paper 2012-076, Tilburg University, Center for Economic Research.
    6. Zhen, Jianzhe & den Hertog, Dick, 2016. "Centered Solutions for Uncertain Linear Equations (revision of CentER DP 2015-044)," Discussion Paper 2016-048, Tilburg University, Center for Economic Research.
    7. Zhen, Jianzhe & den Hertog, Dick, 2016. "Centered Solutions for Uncertain Linear Equations (revision of CentER DP 2015-044)," Other publications TiSEM 297fa3b1-5290-48b5-bbc0-0, Tilburg University, School of Economics and Management.
    8. Zhen, Jianzhe & den Hertog, Dick, 2015. "Robust Solutions for Systems of Uncertain Linear Equations," Other publications TiSEM d072bdb9-4168-4522-90d8-1, Tilburg University, School of Economics and Management.
    9. Bram L. Gorissen & Hans Blanc & Dick den Hertog & Aharon Ben-Tal, 2014. "Technical Note---Deriving Robust and Globalized Robust Solutions of Uncertain Linear Programs with General Convex Uncertainty Sets," Operations Research, INFORMS, vol. 62(3), pages 672-679, June.

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