07461 Executive Summary -- Numerical Methods for Structured Markov Chains.
Dario Andrea BiniBeatrice MeiniVaidyanathan RamaswamiMarie-Ange RemichePeter G. TaylorPublished in: Numerical Methods for Structured Markov Chains (2007)
Keyphrases
- markov chain
- numerical methods
- steady state
- differential equations
- finite state
- partial differential equations
- markov process
- transition probabilities
- random walk
- stochastic process
- state space
- stationary distribution
- level set method
- markov processes
- markov model
- probabilistic automata
- finite difference method
- runge kutta
- reinforcement learning