Effective algorithm for computation of the stationary distribution of multi-dimensional level-dependent Markov chains with upper block-Hessenberg structure of the generator.
Sergei A. DudinAlexander N. DudinOlga KostyukovaOlga S. DudinaPublished in: J. Comput. Appl. Math. (2020)
Keyphrases
- markov chain
- stationary distribution
- multi dimensional
- markov process
- learning algorithm
- transition probabilities
- computational complexity
- markov processes
- reinforcement learning
- product form
- finite state
- markov model
- steady state
- dynamic programming
- objective function
- expectation maximization
- queueing networks
- probabilistic model
- k means