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05-086/4 - Series Expansions for Finite-State Markov Chains


  • Authors
    Bernd Heidergott, Faculty of Economics, Vrije Universiteit Amsterdam; Arie Hordijk, Leiden University, Mathematical Institute; Miranda van Uitert, Faculty of Economics, Vrije Universiteit Amsterdam
  • Publication date
    September 20, 2005
  • Keywords
    finite-state Markov chain; (Taylor) series expansion; measure-valued derivatives; coupled processors
  • JEL
    C63; C44