The experimental analysis of GMRES convergence for solution of Markov chains.
Beata BylinaJaroslaw BylinaPublished in: IMCSIT (2010)
Keyphrases
- markov chain
- finite state
- transition probabilities
- steady state
- markov model
- markov process
- monte carlo simulation
- markov processes
- stochastic process
- probabilistic automata
- random walk
- state space
- monte carlo
- stationary distribution
- monte carlo method
- transition matrix
- optimal solution
- dynamic programming
- hidden markov models
- search algorithm