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

DOI10.3969/J.ISSN.1001-4616.2019.02.008MaRDI QIDQ5209729zbMATHFDO

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

Publication date 22 January 2020

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)

Recommendations

• On maximum likelihood estimates of parameters of partially observed Markov systems
• Parameter estimation for hidden Markov chains
• Nonlinear programming solutions to the nonstationary markov model
• Estimation of parameters in hidden Markov models
• Maximum-likelihood estimation for hidden Markov models

Cited in

(2)

• scientific article; zbMATH DE number 5251942 (Why is no real title available?)
• Nonlinear programming solutions to the nonstationary markov model

This page was built for publication: Mathematical programming models for estimating the initial states of Markov chains by maximum likelihood

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5209729)