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MOR
2006
79views more  MOR 2006»
15 years 1 months ago
The Value of Markov Chain Games with Lack of Information on One Side
We consider a two-player zero-sum game given by a Markov chain over a finite set of states K and a family of zero-sum matrix games (Gk)kK. The sequence of states follows the Marko...
Jérôme Renault
SIAMSC
2010
114views more  SIAMSC 2010»
14 years 11 months ago
Smoothed Aggregation Multigrid for Markov Chains
Abstract. A smoothed aggregation multigrid method is presented for the numerical calculation of the stationary probability vector of an irreducible sparse Markov chain. It is shown...
Hans De Sterck, Thomas A. Manteuffel, Stephen F. M...
COCOON
2009
Springer
15 years 8 months ago
On the Diaconis-Gangolli Markov Chain for Sampling Contingency Tables with Cell-Bounded Entries
The problems of uniformly sampling and approximately counting contingency tables have been widely studied, but efficient solutions are only known in special cases. One appealing ap...
Ivona Bezáková, Nayantara Bhatnagar,...
ICC
2009
IEEE
184views Communications» more  ICC 2009»
15 years 8 months ago
A 3-D Markov Chain Queueing Model of IEEE 802.11 DCF with Finite Buffer and Load
—We introduce a 3-dimensional Markov chain that integrates the IEEE 802.11 DCF contention resolution and queueing processes into one model. Important QoS measures, delay and loss...
Ren Ping Liu, Gordon Sutton, Iain B. Collings
AMC
2008
99views more  AMC 2008»
15 years 1 months ago
Markov chain network training and conservation law approximations: Linking microscopic and macroscopic models for evolution
In this paper, a general framework for the analysis of a connection between the training of artificial neural networks via the dynamics of Markov chains and the approximation of c...
Roderick V. N. Melnik