Data Structures for Markov Chain Transition Matrices on Intel Xeon Phi.
Beata BylinaJoanna PotiopaPublished in: FedCSIS (2016)
Keyphrases
- markov chain
- transition matrices
- intel xeon
- markov decision processes
- state space
- transition probabilities
- steady state
- finite state
- markov decision process
- markov decision problems
- stationary distribution
- monte carlo
- monte carlo method
- markov model
- high performance computing
- monte carlo simulation
- optimal policy
- random walk
- transition matrix
- reinforcement learning
- policy iteration
- dynamical systems
- average cost
- dynamic programming