Optimality in transient markov chains and linear programming.
W. R. S. SutherlandPublished in: Math. Program. (1980)
Keyphrases
- markov chain
- linear programming
- steady state
- optimal solution
- average cost
- linear program
- finite state
- monte carlo
- markov process
- transition probabilities
- monte carlo method
- random walk
- markov model
- average reward
- state space
- dynamic programming
- stochastic process
- stationary distribution
- nonlinear programming
- np hard
- transition matrix
- queue length
- objective function
- monte carlo simulation
- markov processes
- queueing networks
- assemble to order systems
- random numbers
- maximum entropy