Inverse problems for Markov models

Inverse problems for Markov models

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Article ID: iaor20127730
Volume: 73
Issue: 11
Start Page Number: 1929
End Page Number: 1936
Publication Date: Nov 2012
Journal: Automation and Remote Control
Authors: ,
Keywords: simulation
Abstract:

This paper considers the issue of solving the inverse problem for a Markov model using an actuarial scheme as a corresponding example.

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