Smoothed perturbation analysis derivative estimation for Markov chains.
Michael C. FuJian-Qiang HuPublished in: Oper. Res. Lett. (1994)
Keyphrases
- markov chain
- monte carlo simulation
- importance sampling
- steady state
- finite state
- transition probabilities
- monte carlo
- markov model
- stochastic process
- random walk
- markov process
- monte carlo method
- markov processes
- stationary distribution
- state space
- probabilistic automata
- transition matrix
- sample path
- markov models
- finite automata
- maximum likelihood estimation
- parameter estimation
- hidden markov models
- assemble to order systems