Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation.
Baris TanKamil YilmazPublished in: Eur. J. Oper. Res. (2002)
Keyphrases
- empirical evaluation
- markov chain
- steady state
- transition probabilities
- finite state
- state space
- markov model
- monte carlo simulation
- monte carlo method
- monte carlo
- random walk
- stochastic process
- stationary distribution
- markov process
- transition matrix
- markov chain monte carlo
- markov decision processes
- search space
- particle filter
- least squares