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Method of Lyapunov functions for analysis of absorption and explosion in Markov chains.

Pao-Liu ChowRafail Z. Khasminskii
Published in: Probl. Inf. Transm. (2011)
Keyphrases
  • markov chain
  • markov model
  • monte carlo method
  • dynamic programming
  • optimal control
  • finite state
  • pairwise
  • state space
  • random walk
  • monte carlo simulation
  • stochastic process