alignment graph analysis of embedded discrete-time markov chains
A stochastic method for optimal graph alignment at analysis of embedded discrete-time Markov chain is presented. The method works by generating paths through a graph according to a Markov chain. Each path is assigned a score, and these scores are used to modify the transition probabilities of the Markov chain. This procedure converges to a fixed path through the graph, corresponding to the optimal (or near optimal) sequence alignment. Simulation and numerical results for the entrance probability vectors for tandem queue performance are shown.
markov chains queuing theory communication system discrete event system