Optimal switching problem for countable Markov chains: average reward criterion.
Alexander YushkevichPublished in: Math. Methods Oper. Res. (2001)
Keyphrases
- markov chain
- average reward
- optimality criterion
- steady state
- finite state
- discounted reward
- state space
- sample path
- transition probabilities
- monte carlo
- optimal policy
- stationary distribution
- random walk
- total reward
- long run
- markov processes
- markov decision processes
- transition matrix
- markov model
- probabilistic automata
- reinforcement learning
- supply chain
- partially observable markov decision processes
- probabilistic model