Dynamically identifying regenerative cycles in Simulation-based Optimization Algorithms for Markov chains.
Enrique Campos-NáñezStephen D. PatekPublished in: IEEE Trans. Autom. Control. (2004)
Keyphrases
- markov chain
- steady state
- markov process
- finite state
- monte carlo
- transition probabilities
- markov processes
- algo rithm
- stochastic process
- markov chain monte carlo
- markov model
- transition matrix
- monte carlo method
- machine learning
- state space
- confidence intervals
- optimization methods
- maximum entropy
- random walk
- optimization problems