Comparisons Between Aggregation/Disaggregation and a Direct Algorithm for Computing the Stationary Probabilities of a Markov Chain.
Daniel P. HeymanMeredith J. GoldsmithPublished in: INFORMS J. Comput. (1995)
Keyphrases
- markov chain
- monte carlo
- dynamic programming
- algo rithm
- mathematical model
- expectation maximization
- k means
- search space
- transition probabilities
- steady state
- learning algorithm
- objective function
- probabilistic model
- search algorithm
- random walk
- pairwise
- state space
- probability distribution
- markov model
- queueing networks
- stationary distribution
- monte carlo method
- machine learning