Ergodic behavior of a Markov chain model in a stochastic environment.
Nikolas TsantasPublished in: Math. Methods Oper. Res. (2001)
Keyphrases
- markov chain
- markov process
- stochastic process
- stationary distribution
- transition probabilities
- markov model
- monte carlo method
- monte carlo simulation
- markov processes
- monte carlo
- finite state
- stochastic model
- transition matrix
- random walk
- experimental data
- steady state
- state transition
- gibbs sampling
- mathematical model
- em algorithm
- higher order
- search algorithm
- learning algorithm