First passage time interdiction in Markov chains.
Niloufar DaemiJuan Sebastian BorreroBalabhaskar BalasundaramPublished in: Oper. Res. Lett. (2024)
Keyphrases
- markov chain
- stochastic process
- maximum flow
- steady state
- markov process
- transition probabilities
- finite state
- monte carlo
- markov model
- state space
- transition matrix
- random walk
- monte carlo simulation
- stationary distribution
- markov processes
- monte carlo method
- dynamic programming
- probabilistic automata
- search algorithm
- assemble to order systems
- model selection