Towards the development of numerical procedure for control of connected Markov chains.
Aleksander MillerBoris M. MillerAlexey K. PopovKaren V. StepanyanPublished in: AuCC (2015)
Keyphrases
- markov chain
- steady state
- monte carlo
- finite state
- markov process
- markov processes
- state space
- transition probabilities
- monte carlo simulation
- markov model
- random walk
- monte carlo method
- probabilistic automata
- stochastic process
- transition matrix
- stationary distribution
- parameter estimation
- confidence intervals
- sample path