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Analysis of an on-line algorithm for solving large Markov chains.
Nelly Litvak
Philippe Robert
Published in:
VALUETOOLS (2008)
Keyphrases
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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