Abstract | ||
---|---|---|
•A new optimization-based technique for bootstrapping and simulating Markov chains is proposed.•The relevant states and memory of a Markov chain are identified as minimum information loss solution.•Numerical applications are provided to validate the theoretical results. |
Year | DOI | Venue |
---|---|---|
2017 | 10.1016/j.ejor.2016.06.006 | European Journal of Operational Research |
Keywords | Field | DocType |
Bootstrapping,Information theory,Markov chains,Optimization,Simulation | Information theory,Mathematical optimization,Nonlinear system,Programming paradigm,Bootstrapping,Computer science,Markov model,Markov chain,Variable-order Markov model,Bootstrapping (electronics) | Journal |
Volume | Issue | ISSN |
256 | 1 | 0377-2217 |
Citations | PageRank | References |
0 | 0.34 | 17 |
Authors | ||
3 |
Name | Order | Citations | PageRank |
---|---|---|---|
Roy Cerqueti | 1 | 41 | 15.85 |
P. Falbo | 2 | 12 | 3.13 |
Cristian Pelizzari | 3 | 6 | 2.21 |