"A mixed integer linear program to compress transition probability matrices ..."

Roy Cerqueti et al. (2017)

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DOI: 10.1007/S10479-016-2181-9

access: closed

type: Journal Article

metadata version: 2020-08-13

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Roy Cerqueti, Paolo Falbo, Cristian Pelizzari, Federica Ricca, Andrea Scozzari:
A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping. Ann. Oper. Res. 248(1-2): 163-187 (2017)

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