A connection between controlled Markov chains and martingales.
Petr MandlPublished in: Kybernetika (1973)
Keyphrases
- markov chain
- steady state
- finite state
- monte carlo
- transition probabilities
- random walk
- state space
- stochastic process
- markov model
- monte carlo simulation
- stationary distribution
- markov process
- monte carlo method
- probabilistic automata
- probability theory
- transition matrix
- markov processes
- dynamic programming
- confidence intervals
- assemble to order systems