Inexact Uniformization Method for Computing Transient Distributions of Markov Chains.

Roger B. Sidje Kevin Burrage Shev MacNamara

Published in: SIAM J. Sci. Comput. (2007)

Keyphrases

markov chain
steady state
objective function
markov model
monte carlo method
transition matrix
finite state
pairwise
dynamic programming
mutual information
monte carlo
monte carlo simulation
transition probabilities
markov process