Markovian models and algorithms
zbMath1006.65005MaRDI QIDQ701228
Publication date: 17 October 2002
Published in: Mathématiques \& Applications (Berlin) (Search for Journal in Brave)
stochastic optimizationFokker-Planck equationtextbookgenetic algorithmscomputational efficiencynetwork simulationstochastic simulationBoltzmann equationsjump Markov processparticle systemsMarkov chain modelsMonte Carlo Markov chain algorithmsstochastic optimization algorithmsnumerical performanceFeynman-Kac equationsMarkov chain algorithmsMonte Carlo random algorithmsMOSES algorithmsScilab numerical simulation
Computational methods in Markov chains (60J22) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Stochastic programming (90C15) Numerical analysis or methods applied to Markov chains (65C40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Complexity and performance of numerical algorithms (65Y20) Markov processes: hypothesis testing (62M02)
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