A Markov Chain Approximation to Choice Modeling.
Jose H. BlanchetGuillermo GallegoVineet GoyalPublished in: Oper. Res. (2016)
Keyphrases
- markov chain
- steady state
- random walk
- transition probabilities
- finite state
- markov model
- state space
- stochastic process
- monte carlo
- monte carlo method
- stationary distribution
- monte carlo simulation
- markov process
- approximation algorithms
- transition matrix
- closed form
- pairwise
- mathematical model
- state transition
- markov chain monte carlo
- queueing networks
- higher order
- support vector machine
- dynamic programming
- genetic algorithm