A Near-Optimal Finite Approximation Approach for Computing Stationary Distribution and Performance Measures of Continuous-State Markov Chains.
Shukai LiSanjay MehrotraPublished in: CoRR (2021)
Keyphrases
- stationary distribution
- markov chain
- continuous state
- state dependent
- finite state
- queueing networks
- markov process
- steady state
- state space
- transition probabilities
- random walk
- action space
- markov model
- reinforcement learning
- partially observable markov decision processes
- initial state
- planning problems
- queue length
- finite number
- finite automata
- machine learning