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On the choice of the stochastic comparison method for multidimensional Markov chains analysis.

Hind Castel-TalebNihal Pekergin
Published in: VALUETOOLS (2011)
Keyphrases
  • markov chain
  • stochastic process
  • dynamic programming
  • monte carlo simulation
  • markov model
  • monte carlo method
  • transition matrix
  • objective function
  • markov chain monte carlo
  • reinforcement learning
  • algo rithm