Nonlinear programming solutions to the nonstationary markov model

DOI10.1080/03610918608812568MaRDI QIDQ3745650zbMATH OpenOpenAlexFDO

Authors Christina M. L. Kelton, Marlene A. Smith

Publication date 1986

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918608812568

zbMATH Keywords

aggregate frequency dataMacRae nonstationary modelMarkov process modelsimulated test problemsstochastic processesvariable metric method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Markov and semi-Markov decision processes (90C40)

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• Mathematical programming models for estimating the initial states of Markov chains by maximum likelihood

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