REVERSED ABSORBING MARKOV-CHAIN - A SAMPLE PATH APPROACH

被引：2

作者：

CHAE, KC

KIM, TS

机构：

[1] Department of Management Science, Korea Advanced Institute of Science and Technology, Taejon-shi

来源：

关键词：

ABSORBING MARKOV CHAIN; REVERSED MARKOV CHAIN; SAMPLE PATH;

D O I：

10.1016/0167-6377(94)90020-5

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We present a sample path based approach for analyzing the time-reversed discrete-time finite-state absorbing Markov chain.

引用

页码：41 / 46

页数：6

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