Convergence rates of Markov chain approximation methods for controlled diffusions with stopping.

Qingshuo Song Gang George Yin

Published in: J. Syst. Sci. Complex. (2010)

Keyphrases

markov chain
approximation methods
convergence rate
steady state
step size
finite state
learning rate
convergence speed
transition probabilities
state space
monte carlo
random walk
belief state
markov model
neural network
genetic algorithm