A Method to Calculate Steady-State Distributions of Large Markov Chains by Aggregating States.
Brion N. FeinbergSamuel S. ChiuPublished in: Oper. Res. (1987)
Keyphrases
- steady state
- markov chain
- transition matrix
- transition probabilities
- monte carlo method
- markov model
- product form
- finite state
- dynamic programming
- random walk
- queueing networks
- importance sampling
- stochastic process
- monte carlo
- explicit expressions
- operating conditions
- markov decision processes
- stationary distribution
- random numbers
- reinforcement learning