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The vanishing discount approach to constrained continuous-time controlled Markov chains.
Tomás Prieto-Rumeau
Onésimo Hernández-Lerma
Published in:
Syst. Control. Lett. (2010)
Keyphrases
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markov chain
markov processes
steady state
finite state
monte carlo
state space
transition probabilities
stochastic process
monte carlo simulation
stationary distribution
markov process
random walk
monte carlo method
markov model
sample path
transition matrix
model selection