Approximation of the exit probability of a stable Markov modulated constrained random walk.

Fatma Basoglu Kabran Ali Devin Sezer

Published in: Ann. Oper. Res. (2022)

Keyphrases

random walk
markov modulated
poisson process
transition probabilities
markov chain
probability distribution
markov random walk
stationary distribution
arrival process
machine learning
steady state
queueing networks
transition probability matrix
gibbs distribution
dynamic programming