Relevant states and memory in Markov chain bootstrapping and simulation.
Roy CerquetiPaolo FalboCristian PelizzariPublished in: Eur. J. Oper. Res. (2017)
Keyphrases
- markov chain
- transition probabilities
- monte carlo method
- transition matrix
- monte carlo simulation
- steady state
- finite state
- stationary distribution
- monte carlo
- state transition
- markov process
- random walk
- stochastic process
- markov model
- state space
- neural network
- information extraction
- markov models
- search algorithm
- product form
- genetic algorithm