Decomposition and aggregation of large-dimensional Markov chains in discrete time.
George YinQian ZhangGrazyna BadowskiPublished in: CDC (2001)
Keyphrases
- markov chain
- steady state
- finite state
- monte carlo
- markov processes
- transition probabilities
- markov process
- stochastic process
- state space
- random walk
- markov model
- monte carlo simulation
- monte carlo method
- stationary distribution
- sample path
- transition matrix
- confidence intervals
- higher order
- learning algorithm
- queueing theory