markov chain sample average approximation

Betweenness Central Nodes Under Uncertainty: An Absorbing Markov Chain Approach

Published: 2026/05/13

Applications - OR and Management Sciences, Applications - Science and Engineering, Robust Optimization betweenness, Data-Driven Robust Optimization, group betweenness centrality, markov chain, markov chain approximation, markov chain monte carlo, markov chain sample average approximation, stochastic network design

We propose a betweenness centrality measure and algorithms for stochastic networks, where edges can fail and weights vary across realizations, making the most central node random. Our approach models the sequence of reported central nodes as an absorbing Markov chain and measures node importance by the share of pre-absorption time spent at each node. This … Read more

Large Deviation Bounds for Markov Chain Sample Average Approximation via Weak Convergence

Published: 2020/08/04

Arnab Sur

Stochastic Programming consistency, donsker-varadhan entropy, epigraphical and uniform convergence, large deviation principle, markov chain sample average approximation

A common approach to solve stochastic optimization problems with expectations is to replace the expectations by its sample averages. Large sample asymptotic properties of this approximation are well studied when the sample is i.i.d. In many cases, however, i.i.d. samples are not readily available. On the contrary, one can generate a Harris recurrent Markov chain … Read more