On the forward algorithm for stopping problems on continuous-time Markov chains.

Laurent Miclo Stéphane Villeneuve

Published in: J. Appl. Probab. (2021)

Keyphrases

dynamic programming
k means
np hard
optimal solution
search space
higher order
linear programming
convergence rate
image segmentation
computational complexity
expectation maximization
computational efficiency
combinatorial optimization
state variables