Additive Schwarz Iterations for Markov Chains.
Rafael BruFrancisco PedrocheDaniel B. SzyldPublished in: SIAM J. Matrix Anal. Appl. (2005)
Keyphrases
- markov chain
- finite state
- steady state
- transition probabilities
- state space
- markov process
- markov model
- monte carlo
- stationary distribution
- monte carlo method
- stochastic process
- random walk
- transition matrix
- markov processes
- monte carlo simulation
- probabilistic automata
- queueing theory
- sample path
- single server
- confidence intervals
- hidden markov models
- optimal solution