The Successive Over Relaxation Method (SOR) and Markov Chains.
Wilhelm NiethammerPublished in: Ann. Oper. Res. (2001)
Keyphrases
- markov chain
- steady state
- transition probabilities
- finite state
- state space
- stationary distribution
- stochastic process
- cross sections
- markov processes
- monte carlo
- monte carlo simulation
- markov process
- random walk
- markov model
- monte carlo method
- sample path
- transition matrix
- single server
- probabilistic automata
- least squares
- machine learning