A Hoeffding Inequality for Finite State Markov Chains and its Applications to Markovian Bandits.
Vrettos MoulosPublished in: CoRR (2020)
Keyphrases
- finite state
- markov chain
- steady state
- transition probabilities
- markov process
- markov model
- monte carlo
- state space
- stationary distribution
- random walk
- transition matrix
- stochastic process
- markov processes
- partially observable markov decision processes
- average cost
- continuous state
- sample path
- graphical models
- markov decision processes