Numerical Methods in Markov Chain Modeling.
Bernard PhilippeYoucef SaadWilliam J. StewartPublished in: Oper. Res. (1992)
Keyphrases
- markov chain
- numerical methods
- steady state
- transition probabilities
- monte carlo
- finite state
- markov process
- random walk
- markov model
- monte carlo method
- stationary distribution
- monte carlo simulation
- state space
- partial differential equations
- differential equations
- transition matrix
- markov chain monte carlo
- learning algorithm
- level set method
- pairwise
- genetic algorithm