Numerical Method for Bounds Computations of Discrete-Time Markov Chains with Different State Spaces.
Mourad AhmaneLaurent TruffetPublished in: ASMTA (2009)
Keyphrases
- markov chain
- numerical methods
- state space
- steady state
- finite state
- differential equations
- markov processes
- transition probabilities
- monte carlo
- markov process
- random walk
- partial differential equations
- markov model
- stochastic process
- stationary distribution
- monte carlo simulation
- boundary element method
- markov decision processes
- finite element method
- transition matrix
- reinforcement learning
- level set method
- dynamical systems
- dynamic programming
- variance reduction
- probabilistic automata
- segmentation method
- color images
- search space