Abstract
SUMMARYWe prove new iterative algorithms to provide component‐wise bounds of the steady‐state distribution of an irreducible and aperiodic Markov chain. These bounds are based on simple properties of (max,+) and (min,+) sequences. The bounds are improved at each iteration. Thus, we have a clear trade‐off between tightness of the bounds (some algorithms converge to the true solution) and computation times. Copyright © 2011 John Wiley & Sons, Ltd.
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