Relaxed fixed point iterations for matrix equations arising in Markov chain modeling.
Luca GemignaniBeatrice MeiniPublished in: Numer. Algorithms (2023)
Keyphrases
- markov chain
- fixed point
- transition matrix
- steady state
- transition probabilities
- finite state
- stationary distribution
- monte carlo
- monte carlo method
- sufficient conditions
- state space
- dynamical systems
- monte carlo simulation
- random walk
- markov model
- floating point
- stationary points
- optimal solution
- fixed point theorem
- belief propagation
- markov chain monte carlo
- sample path
- image processing
- numerical solution
- variational inequalities
- policy iteration
- model selection
- reinforcement learning