Analysis of an on-line algorithm for solving large Markov chains.

Nelly Litvak Philippe Robert

Published in: VALUETOOLS (2008)

Keyphrases

markov chain
markov model
learning algorithm
optimal solution
finite state
higher order
matching algorithm
objective function
markov processes
monte carlo
steady state
monte carlo simulation
parameter estimation
k means
transition matrix
state space
markov chain monte carlo
markov process
finite state automata