On censored Markov chains, best augmentations and aggregation/disaggregation procedures.
Moshe HavivPublished in: Comput. Oper. Res. (1999)
Keyphrases
- markov chain
- steady state
- transition probabilities
- finite state
- markov process
- random walk
- markov model
- state space
- stochastic process
- markov processes
- monte carlo
- stationary distribution
- monte carlo simulation
- probabilistic automata
- monte carlo method
- transition matrix
- confidence intervals
- sample path
- mutual information