Revistes Catalanes amb Accés Obert (RACO)

Fuzzy Markov chains: uncertain probabilities

James J. Buckley, Esfandiar Eslami

Resum


We consider finite Markov chains where there are
uncertainties in some of the transition probabilities. These
uncertainties are modeled by fuzzy numbers. Using a restricted
fuzzy matrix multiplication we investigate the properties of
regular, and absorbing, fuzzy Markov chains and show that the
basic properties of these classical Markov chains generalize to
fuzzy Markov chains.

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