Computing Moments of the Exit Time Distribution for Markov Processes by Linear Programming.
Kurt HelmesStefan RöhlRichard H. StockbridgePublished in: Oper. Res. (2001)
Keyphrases
- queueing model
- markov processes
- stationary distribution
- markov chain
- markov process
- linear programming
- continuous time bayesian networks
- transition probabilities
- linear program
- continuous time markov chains
- non stationary
- stochastic processes
- search algorithm
- optimal solution
- random fields
- dynamic programming
- marginal distributions
- np hard
- objective function
- similarity measure
- image processing