Cosimla with General Regeneration Set to Compute Markov Chain Stationary Expectations.

Peter W. Glynn Zeyu Zheng

Published in: WSC (2023)

Keyphrases

markov chain
steady state
random walk
monte carlo
transition probabilities
special case
state space
monte carlo simulation
markov model
finite state
probability distribution
non stationary
neural network
bayesian networks
dynamic programming
stochastic process