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

Boltzmann equationscomputational efficiencyFeynman-Kac equationsFokker-Planck equationgenetic algorithmsjump Markov processMarkov chain algorithmsMarkov chain modelsMonte Carlo Markov chain algorithmsMonte Carlo random algorithmsMOSES algorithmsnetwork simulationnumerical performanceparticle systemsScilab numerical simulationstochastic optimizationstochastic optimization algorithmsstochastic simulationtextbook

Mathematics Subject Classification ID

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

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Cited in

(11)

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

Describes a project that uses

Uses Software

• Scilab

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