Weak stochastic ordering for multidimensional Markov chains.
Ad RidderPublished in: Oper. Res. Lett. (1995)
Keyphrases
- markov chain
- markov processes
- stochastic process
- probabilistic automata
- monte carlo
- sample path
- steady state
- markov process
- monte carlo method
- state space
- state transition
- finite state
- transition probabilities
- stationary distribution
- finite automata
- monte carlo simulation
- markov model
- transition matrix
- stochastic processes
- random walk
- non stationary
- finite state automata