Estimating equilibrium probabilities for band diagonal Markov chains using aggregation and disaggregation techniques.
David F. RogersRobert D. PlantePublished in: Comput. Oper. Res. (1993)
Keyphrases
- markov chain
- transition probabilities
- steady state
- finite state
- monte carlo
- markov process
- stationary distribution
- random walk
- state space
- probabilistic automata
- stochastic process
- monte carlo simulation
- markov model
- monte carlo method
- transition matrix
- markov processes
- random numbers
- markov models
- covariance matrix
- assemble to order systems
- machine learning
- single server
- uniformly distributed
- confidence intervals
- information theory
- weighted sums
- bayesian networks