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

DOI10.3969/J.ISSN.1001-4616.2019.02.008zbMATH Open1449.90353MaRDI QIDQ5209729FDOQ5209729

Authors: Fujun Hou, Xu-ming Lou, Zhen-kai Lou 

Publication date: 22 January 2020

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zbMATH Keywords

maximum likelihoodmathematical programming modelsestimation of the initial stateK-T condition

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Nonlinear programming (90C30) Markov and semi-Markov decision processes (90C40)

Cited In (2)

• Nonlinear programming solutions to the nonstationary markov model
• Title not available (Why is that?)

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