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
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.
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页码:41 / 46
页数:6
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