Signature-based Symbolic Algorithm for Optimal Markov Chain Lumping.
Salem DerisaviPublished in: QEST (2007)
Keyphrases
- markov chain
- dynamic programming
- optimal solution
- monte carlo
- worst case
- learning algorithm
- transition matrix
- monte carlo simulation
- markov model
- search space
- finite state
- markov chain monte carlo
- monte carlo method
- neural network
- least squares
- state space
- expectation maximization
- mathematical model
- state transition
- stationary distribution
- markov process