Uniformization for nonhomogeneous Markov chains.
Nico M. van DijkPublished in: Oper. Res. Lett. (1992)
Keyphrases
- markov chain
- steady state
- finite state
- random walk
- stationary distribution
- monte carlo method
- monte carlo
- transition probabilities
- state space
- markov process
- markov model
- markov processes
- stochastic process
- monte carlo simulation
- sample path
- transition matrix
- probabilistic automata
- confidence intervals
- higher order
- learning algorithm