Computing Hitting Probabilities of Markov Chains: Structural Results with regard to the Solution Space of the Corresponding System of Equations.
Hendrik BaumannThomas HanschkePublished in: J. Appl. Math. (2020)
Keyphrases
- markov chain
- solution space
- transition probabilities
- steady state
- simulated annealing
- finite state
- metaheuristic
- markov process
- search space
- optimal solution
- monte carlo
- transition matrix
- monte carlo method
- state space
- stochastic process
- stationary distribution
- random walk
- markov model
- markov processes
- probability distribution
- conditional probabilities
- importance sampling
- exhaustive search
- probabilistic automata
- feasible solution
- tabu search
- assemble to order systems
- neural network
- markov chain monte carlo