On Markov Chains with Uncertain Data

Hans Blanc and Dick Den Hertog

No 2008-50, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Markov chain; Interval uncertainty; Ellipsoidal uncertainty; Linear Programming; Second Order Cone Optimization (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (10)

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Working Paper: On Markov Chains with Uncertain Data (2008)
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