On the simulation of Markov chain steady-state distribution using CFTP algorithm.
H. FakhouriA. NasroallahPublished in: Monte Carlo Methods Appl. (2009)
Keyphrases
- steady state
- markov chain
- monte carlo method
- monte carlo
- product form
- monte carlo simulation
- markov model
- transition probabilities
- stationary distribution
- markov process
- transition matrix
- dynamic programming
- algo rithm
- state space
- markov chain monte carlo
- learning algorithm
- finite state
- optimal solution
- service times
- random walk
- queue size
- objective function
- fluid model
- importance sampling
- mathematical model
- operating conditions
- heavy traffic
- confidence intervals
- expectation maximization
- probabilistic model
- parameter estimation
- arrival process
- single server queue
- queue length
- machine learning