Bias Optimality for Continuous-Time Controlled Markov Chains.
Tomás Prieto-RumeauOnésimo Hernández-LermaPublished in: SIAM J. Control. Optim. (2006)
Keyphrases
- markov chain
- steady state
- markov processes
- transition probabilities
- finite state
- monte carlo method
- state space
- stochastic process
- markov model
- stationary distribution
- random walk
- markov process
- monte carlo simulation
- monte carlo
- optimal solution
- average reward
- average cost
- transition matrix
- confidence intervals
- assemble to order systems