The Markov chain approximation method is a widely used, relatively easy to use, and efficient family of methods for the bulk of stochastic control problems in continuous time, for...
My research investigates into using Markov chains to make link prediction and the transition matrix derived from Markov chains to acquire structural knowledge about Web sites. The ...
We analyze the performance of the novel Markov chain stochastic modeling technique for derivation of effective equations for a set of essential variables. This technique is an empi...
Abstract--Motivated by applications of distributed linear estimation, distributed control, and distributed optimization, we consider the question of designing linear iterative algo...