Stratified Monte Carlo simulation of Markov chains.
Rana FakhereddineRami El HaddadChristian LécotJoseph El MaaloufPublished in: Math. Comput. Simul. (2017)
Keyphrases
- monte carlo simulation
- markov chain
- steady state
- monte carlo
- finite state
- markov process
- monte carlo method
- transition probabilities
- random walk
- state space
- stochastic process
- transition matrix
- stationary distribution
- markov model
- additive model
- markov processes
- sample path
- assemble to order systems
- reinforcement learning
- regression model
- model selection
- var model
- algo rithm
- data mining