A Tabu Search heuristic procedure in Markov chain bootstrapping.

Roy Cerqueti Paolo Falbo Gianfranco Guastaroba Cristian Pelizzari

Published in: Eur. J. Oper. Res. (2013)

Keyphrases

markov chain
steady state
finite state
transition probabilities
stationary distribution
monte carlo
stochastic process
random walk
state space
markov process
monte carlo method
monte carlo simulation
markov model
transition matrix
information extraction
learning algorithm
neural network
higher order