Finding the stationary states of Markov chains by iterative methods.
Yurii E. NesterovArkadi NemirovskiPublished in: Appl. Math. Comput. (2015)
Keyphrases
- markov chain
- iterative methods
- transition probabilities
- transition matrix
- steady state
- finite state
- stationary distribution
- markov process
- random walk
- markov model
- state space
- non stationary
- stochastic process
- markov processes
- neural model
- monte carlo method
- computationally expensive
- constrained optimization
- conjugate gradient method
- probabilistic automata
- markov models
- image reconstruction from projections
- initial state
- neural network