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» Approximating Markov Processes by Averaging
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IOR
2010
92views more  IOR 2010»
13 years 5 months ago
Series Expansions for Continuous-Time Markov Processes
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...
Bernd Heidergott, Arie Hordijk, Nicole Leder
IOR
2006
163views more  IOR 2006»
13 years 7 months ago
Adaptive Importance Sampling Technique for Markov Chains Using Stochastic Approximation
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...
T. P. I. Ahamed, Vivek S. Borkar, S. Juneja
ECML
2005
Springer
14 years 28 days ago
Inducing Hidden Markov Models to Model Long-Term Dependencies
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...
Jérôme Callut, Pierre Dupont
APPROX
2006
Springer
124views Algorithms» more  APPROX 2006»
13 years 11 months ago
Combinatorial Algorithms for Data Migration to Minimize Average Completion Time
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...
Rajiv Gandhi, Julián Mestre
APNOMS
2006
Springer
13 years 11 months ago
Network-Adaptive QoS Routing Using Local Information
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...
Jeongsoo Han