Markovian models and algorithms

MaRDI QIDQ701228zbMATH OpenFDO

Authors Bernard Ycart

Publication date 17 October 2002

Published in Mathématiques \& Applications (Berlin) (Search for Journal in Brave)

zbMATH Keywords

stochastic optimizationnetwork simulationFokker-Planck equationgenetic algorithmsstochastic simulationBoltzmann equationscomputational efficiencyjump Markov processtextbookparticle systemsMarkov chain modelsMonte Carlo Markov chain algorithmsstochastic optimization algorithmsFeynman-Kac equationsMarkov chain algorithmsMonte Carlo random algorithmsMOSES algorithmsnumerical performanceScilab numerical simulation

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Markov processes: hypothesis testing (62M02) Complexity and performance of numerical algorithms (65Y20) Stochastic programming (90C15) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cited in

(11)

• scientific article; zbMATH DE number 5541569 (Why is no real title available?)
• Estimation of steady-state quantities of an HMM with some rarely generated emissions
• Proofs of randomized algorithms in Coq
• Stochastic modelings and simulations
• Markov chains. From theory to implementation and experimentation
• Abrupt convergence and escape behavior for birth and death chains
• Markov chains. Theory, algorithms and applications
• Algorithmical and Computational Procedures for a Markov Model in Survival Analysis
• Allee optimal control of a system in ecology
• Cut-off and exit from metastability: Two sides of the same coin
• scientific article; zbMATH DE number 510828 (Why is no real title available?)

Describes a project that uses

Uses Software

• Scilab

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