Markov chains, Hamiltonian cycles and volumes of convex bodies.
Vivek S. BorkarJerzy A. FilarPublished in: J. Glob. Optim. (2013)
Keyphrases
- markov chain
- steady state
- finite state
- markov process
- state space
- monte carlo
- transition probabilities
- stationary distribution
- stochastic process
- monte carlo simulation
- markov model
- random walk
- markov processes
- probabilistic automata
- transition matrix
- monte carlo method
- model selection
- hidden markov models
- queueing theory
- assemble to order systems