We present exchange formulas that allow to express the stationary distribution of a continuous Markov chain with denumerable state-space having generator matrix Q∗ through a con...
For a discrete-time finite-state Markov chain, we develop an adaptive importance sampling scheme to estimate the expected total cost before hitting a set of terminal states. This s...
We propose in this paper a novel approach to the induction of the structure of Hidden Markov Models. The induced model is seen as a lumped process of a Markov chain. It is construc...
The data migration problem is to compute an efficient plan for moving data stored on devices in a network from one configuration to another. It is modeled by a transfer graph, wher...
In this paper, we propose the localized adaptive QoS routing scheme using POMDP(partially observable Markov Decision Processes) and Exploration Bonus. In order to deal with POMDP p...