A gradient descent method for estimating the Markov chain choice model
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Publication:6097386
DOI10.1007/S40305-021-00365-6zbMath1524.90342OpenAlexW3204022443MaRDI QIDQ6097386
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Publication date: 5 June 2023
Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40305-021-00365-6
Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Methods of reduced gradient type (90C52)
Cites Work
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- Projected gradient methods for linearly constrained problems
- Global and Asymptotic Convergence Rate Estimates for a Class of Projected Gradient Processes
- On the Goldstein-Levitin-Polyak gradient projection method
- Revenue Management Under the Markov Chain Choice Model
- Technical Note—An Expectation-Maximization Algorithm to Estimate the Parameters of the Markov Chain Choice Model
- Technical Note—An Expectation-Maximization Method to Estimate a Rank-Based Choice Model of Demand
- Convex programming in Hilbert space
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