Lagrange multipliers and optimization of non-terminating Markov chains.
Petr MandlPublished in: Kybernetika (1969)
Keyphrases
- markov chain
- lagrange multipliers
- constrained optimization
- steady state
- finite state
- transition probabilities
- linear program
- objective function
- stationary distribution
- markov model
- random walk
- state space
- markov processes
- cost function
- rate distortion
- transition matrix
- penalty function
- probabilistic automata
- support vector regression
- kernel matrix
- markov models
- information theoretic
- special case
- evolutionary algorithm
- video sequences