A multi-cluster time aggregation approach for Markov chains.
Edilson F. ArrudaMarcelo D. FragosoFabrício OuriquePublished in: Autom. (2019)
Keyphrases
- markov chain
- steady state
- monte carlo
- transition probabilities
- markov model
- stochastic process
- finite state
- markov process
- random walk
- stationary distribution
- markov processes
- state space
- monte carlo method
- monte carlo simulation
- transition matrix
- clustering algorithm
- probabilistic automata
- assemble to order systems
- confidence intervals
- sample path
- maximum likelihood
- random numbers
- data points
- probability distribution
- queueing theory
- dynamic programming