Simulation of transient performance measures for stiff markov chains.
Abdelaziz NasroallahPublished in: RAIRO Oper. Res. (2000)
Keyphrases
- markov chain
- steady state
- monte carlo method
- monte carlo simulation
- finite state
- monte carlo
- transition probabilities
- stationary distribution
- markov processes
- random walk
- state space
- stochastic process
- markov process
- markov model
- probabilistic automata
- queueing networks
- transition matrix
- service times
- sample path
- objective function