Assortment Auctions: A Myersonian Characterization for Markov Chain based Choice Models.
Will MaPublished in: CoRR (2019)
Keyphrases
- markov chain
- transition probabilities
- monte carlo simulation
- steady state
- monte carlo
- finite state
- stochastic process
- markov model
- transition matrix
- stationary distribution
- markov process
- state space
- random walk
- markov models
- monte carlo method
- markov chain monte carlo
- gibbs sampler
- hidden markov models
- search space
- neural network