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» Lower bounds for distributed markov chain problems
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IOR
2010
92views more  IOR 2010»
13 years 4 months ago
Series Expansions for Continuous-Time Markov Processes
We present exchange formulas that allow to express the stationary distribution of a continuous Markov chain with denumerable state-space having generator matrix Q∗ through a con...
Bernd Heidergott, Arie Hordijk, Nicole Leder
COR
2010
77views more  COR 2010»
13 years 3 months ago
Lower bounds for the mixed capacitated arc routing problem
Luís Gouveia, Maria Cândida Mour&atil...
WSC
1998
13 years 7 months ago
Stopping Criterion for a Simulation-Based Optimization Method
We consider a new simulation-based optimization method called the Nested Partitions (NP) method. This method generates a Markov chain and solving the optimization problem is equiv...
Sigurdur Ólafsson, Leyuan Shi
FOCS
2000
IEEE
13 years 10 months ago
The Randomness Recycler: A New Technique for Perfect Sampling
For many probability distributions of interest, it is quite difficult to obtain samples efficiently. Often, Markov chains are employed to obtain approximately random samples fro...
James Allen Fill, Mark Huber