Backward Solution of Markov Chains and Markov Regenerative Processes: Formalization and Applications.
Elvio Gilberto AmparoreSusanna DonatelliPublished in: Electron. Notes Theor. Comput. Sci. (2013)
Keyphrases
- markov chain
- steady state
- markov process
- monte carlo
- transition probabilities
- markov model
- finite state
- stochastic process
- stationary distribution
- state space
- random walk
- markov processes
- monte carlo simulation
- monte carlo method
- closed form
- optimal solution
- algo rithm
- sample path
- transition matrix
- bayesian networks
- importance sampling
- confidence intervals
- optimal policy
- sufficient conditions
- search space