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.
@article{urn:eudml:doc:39232,
title = {Fuzzy Markov chains: uncertain probabilities.},
journal = {Mathware and Soft Computing},
volume = {9},
year = {2002},
pages = {33-41},
zbl = {1028.60065},
mrnumber = {MR1956873},
language = {en},
url = {http://dml.mathdoc.fr/item/urn:eudml:doc:39232}
}
Buckley, James J.; Eslami, Esfandiar. Fuzzy Markov chains: uncertain probabilities.. Mathware and Soft Computing, Tome 9 (2002) pp. 33-41. http://gdmltest.u-ga.fr/item/urn:eudml:doc:39232/