Optimal Payments to Connected Depositors in Turbulent Times: A Markov Chain Approach.

Dávid Csercsik Hubert János Kiss

Published in: Complex. (2018)

Keyphrases

markov chain
steady state
finite state
transition probabilities
markov model
monte carlo method
stationary distribution
random walk
markov process
state space
monte carlo
monte carlo simulation
stochastic process
dynamic programming
optimal solution
markov chain monte carlo
machine learning
search algorithm