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dc.rights.licenseAl consultar y hacer uso de este recurso, está aceptando las condiciones de uso establecidas por los autores.es_CO
dc.contributor.advisorJunca Peláez, Mauricio José 
dc.contributor.advisorHoegele, Michael Anton
dc.contributor.advisorCardeño Acero, Liliam
dc.contributor.authorAvila Girardot, Daniel Felipe
dc.coverage.spatialBogotáes_CO
dc.date.accessioned2018-09-28T11:01:01Z
dc.date.available2018-09-28T11:01:01Z
dc.date.issued2016es_CO
dc.identifier.urihttp://hdl.handle.net/1992/13901
dc.descriptionilustracioneses_CO
dc.descriptionIncluye referencias bibliográficases_CO
dc.descriptiontextoes_CO
dc.descriptioncomputadoraes_CO
dc.descriptionrecurso en líneaes_CO
dc.description.abstract"Along this work we study some stability-related problems in the context of Controlled Markov chains. As a first problem, we consider a division of the state space, and the goal is to construct a control policy such that the chain stabilize as much as possible in each portlon of the division without leaving it. As a second problem, we characterize the domain of attraction and escape set of a controlled Markov chain via a function v, which happens to be the solution of a Bellman's equation. The interpretation of v as the solutlon of a Bellman's equation also provides a way to calculate such function via a linear program. Finally, under some assumptions, we find a policy that maximize the probability of reaching certain set A. Our approach uses certain cost functions and dynamical programming, so it can be solved using a linear program."es_CO
dc.format.extent1 recurso en línea (49 hojas)es_CO
dc.format.mediumarchivo de textoes_CO
dc.language.isoenges_CO
dc.publisherUniandeses_CO
dc.sourceinstname:Universidad de los Andeses_CO
dc.sourcereponame:Sénecaes_CO
dc.titleControlled markov chains - some stability problemses_CO
dc.typemasterThesises_CO
dc.publisher.programMaestría en Matemáticases_CO
dc.rights.accessRightsopenAccess
dc.subject.keywordProcesos de Markoves_CO
dc.subject.keywordProcesos estocásticoses_CO
dc.subject.keywordProgramación dinámicaes_CO
dc.creator.degreeTesis (Magíster en Matemáticas) -- Universidad de los Andeses_CO
dc.identifier.urlhttp://biblioteca.uniandes.edu.co/acepto201699.php?id=11513.pdfes_CO
dc.publisher.facultyFacultad de Cienciases_CO
dc.publisher.departmentDepartamento de Matemáticases_CO
dc.type.versionpublishedVersion


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