Complexity of Embedded Chain Algorithm for Computing steady State Probabilities of Markov Chain.
Henrikas PraneviciusEimutis ValakeviciusMindaugas SnipasPublished in: Inf. Technol. Control. (2011)
Keyphrases
- steady state
- markov chain
- monte carlo
- transition probabilities
- markov model
- algo rithm
- transition matrix
- monte carlo simulation
- finite state
- monte carlo method
- probabilistic model
- search space
- markov process
- stationary distribution
- dynamic programming
- product form
- importance sampling
- stochastic process
- explicit expressions
- markov chain monte carlo
- markov processes
- random walk
- objective function
- state dependent
- queueing networks
- probability distribution
- expectation maximization
- neural network