Multi-partition time aggregation for Markov Chains.
Edilson F. ArrudaMarcelo D. FragosoFabrício OuriquePublished in: CDC (2017)
Keyphrases
- markov chain
- steady state
- transition probabilities
- markov processes
- stationary distribution
- finite state
- monte carlo
- markov model
- probabilistic automata
- stochastic process
- monte carlo simulation
- state space
- markov process
- random walk
- monte carlo method
- transition matrix
- sample path
- random numbers
- assemble to order systems
- markov models
- confidence intervals
- finite automata
- learning algorithm