An Iterative Algorithm to Optimize the Average Performance of Markov Chains with Finite States.

Ryusei Fujita Ken-ichi Iwata Hirosuke Yamamoto

Published in: ISIT (2019)

Keyphrases

markov chain
dynamic programming
learning algorithm
optimal solution
transition probabilities
k means
expectation maximization
monte carlo
monte carlo simulation
markov model
probabilistic model
search space
least squares
higher order
em algorithm
matching algorithm
transition matrix