Discounted Continuous-Time Controlled Markov Chains: Convergence of Control Models.
Tomás Prieto-RumeauOnésimo Hernández-LermaPublished in: J. Appl. Probab. (2012)
Keyphrases
- markov chain
- monte carlo simulation
- transition probabilities
- markov processes
- steady state
- stochastic process
- transition matrix
- markov process
- random walk
- monte carlo
- finite state
- markov chain monte carlo
- markov model
- stationary distribution
- probabilistic model
- state space
- monte carlo method
- stochastic processes
- sample path
- markov models
- optimal control
- random fields
- mutual information
- probabilistic automata
- iterative learning control