On Transience and Recurrence in Irreducible Finite-State Stochastic Systems.
Peter W. GlynnPeter J. HaasPublished in: ACM Trans. Model. Comput. Simul. (2015)
Keyphrases
- finite state
- stochastic systems
- markov chain
- sample path
- confidence intervals
- stochastic models
- model checking
- markov decision processes
- policy iteration
- optimal policy
- average cost
- partially observable markov decision processes
- monte carlo
- steady state
- markov processes
- transition probabilities
- learning algorithm
- stochastic processes
- stochastic model
- least squares
- parameter estimation