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Markov Chain of Stochastic Processes

  1. Oct 7, 2009 #1
    I would like to construct a model using a markov chain that has different stochastic processes for each state in the chain. Is there a term for such a thing, or anything similar to it?
  2. jcsd
  3. Oct 7, 2009 #2


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  4. Oct 8, 2009 #3
    i found something similar to what I'm looking for in this paper:
    HS Chang, "Multitime Scale Markov Decision Processes", 2003
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