Augmented truncation approximations to the solution of Poisson's equation for Markov chains.
Jinpeng LiuYuanyuan LiuYiqiang Q. ZhaoPublished in: Appl. Math. Comput. (2022)
Keyphrases
- markov chain
- closed form
- steady state
- markov model
- monte carlo
- stochastic process
- numerical methods
- monte carlo simulation
- markov processes
- markov process
- finite state
- state space
- transition probabilities
- monte carlo method
- assemble to order systems
- stationary distribution
- probabilistic automata
- markov models
- confidence intervals
- optimal solution
- random numbers