Property-driven State-Space Coarsening for Continuous Time Markov Chains.

Michalis Michaelides Dimitrios Milios Jane Hillston Guido Sanguinetti

Published in: CoRR (2016)

Keyphrases

state space
continuous time markov chains
markov processes
dynamical systems
particle filter
optimal policy
markov chain
reinforcement learning
markov decision processes
state variables
dynamic programming
numerically stable
poisson distribution
basis functions
particle filtering
initial state
hidden markov models