Exponential convergence rates for stochastically ordered Markov processes under perturbation

Exponential convergence rates for stochastically ordered Markov processes under perturbation

In this technical note we find computable exponential convergence rates for a large class of stochastically ordered Markov processes. We extend the result of Lund, Meyn, and Tweedie (1996), who found exponential convergence rates for stochastically ordered Markov processes starting from a fixed init...

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Bibliographic Details
Main Authors: Gaudio, Julia (Author), Amin, Saurabh (Author), Jaillet, Patrick (Author)
Other Authors: Massachusetts Institute of Technology. Operations Research Center (Contributor), Massachusetts Institute of Technology. Department of Civil and Environmental Engineering (Contributor), Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science (Contributor)
Format: Article
Language:English
Published: Elsevier BV, 2020-05-12T18:45:59Z.
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