Analyticity of Entropy Rate of Continuous-State Hidden Markov Chains
Guangyue HanBrian H. MarcusPublished in: CoRR (2012)
Keyphrases
- markov chain
- continuous state
- finite state
- state dependent
- steady state
- state space
- stationary distribution
- partially observable markov decision processes
- monte carlo
- transition probabilities
- reinforcement learning
- action space
- markov model
- random walk
- robot navigation
- probabilistic automata
- information theory
- markov decision processes
- average cost
- single server
- latent variables
- policy iteration
- weighted sums