A Stochastic Maximum Principle for Markov Chains of Mean-Field Type.
Salah Eddine ChoutriHamidou TembinePublished in: Games (2018)
Keyphrases
- markov chain
- monte carlo
- markov processes
- stochastic process
- probabilistic automata
- steady state
- markov process
- monte carlo method
- stationary distribution
- transition probabilities
- state space
- finite state
- sample path
- markov chain monte carlo
- random walk
- markov model
- free energy
- markov random field
- transition matrix
- bayesian inference
- relative entropy
- reinforcement learning
- confidence intervals
- search algorithm
- objective function