Two-Time-Scale Markov Chains and Applications to Quasi-Birth-Death Queues.
Gang George YinHanqin ZhangPublished in: SIAM J. Appl. Math. (2004)
Keyphrases
- markov chain
- steady state
- finite state
- single server
- monte carlo
- stationary distribution
- stochastic process
- transition probabilities
- state space
- random walk
- markov process
- markov processes
- monte carlo method
- monte carlo simulation
- markov model
- probabilistic automata
- transition matrix
- service times
- queue length
- sample path
- assemble to order systems
- mutual information
- dynamic programming
- hidden markov models
- learning algorithm
- machine learning