Markov chain approximation techniques for a class of nonlinear control problems.
Gang George YinQing ZhangS. MiaoPublished in: Neural Parallel Sci. Comput. (2002)
Keyphrases
- markov chain
- control problems
- optimal control
- steady state
- reinforcement learning
- state space
- finite state
- transition probabilities
- monte carlo method
- markov model
- random walk
- stationary distribution
- monte carlo
- monte carlo simulation
- stochastic process
- markov process
- transition matrix
- queueing systems
- markov processes
- adaptive control
- dynamic programming
- queueing networks
- markov models
- machine learning
- closed form