Computing quantiles in Markov chains with multi-dimensional costs.
Christoph HaaseStefan KieferMarkus LohreyPublished in: LICS (2017)
Keyphrases
- markov chain
- multi dimensional
- steady state
- transition probabilities
- finite state
- markov process
- random walk
- stochastic process
- state space
- markov model
- markov processes
- monte carlo
- monte carlo method
- monte carlo simulation
- probabilistic automata
- stationary distribution
- multi dimensional data
- sample path
- transition matrix
- confidence intervals
- assemble to order systems
- total cost
- arrival rate
- order statistics
- dynamic programming