Bicausal Optimal Transport for Markov Chains via Dynamic Programming.
Vrettos MoulosPublished in: ISIT (2021)
Keyphrases
- markov chain
- dynamic programming
- state space
- steady state
- finite state
- monte carlo
- markov process
- probabilistic automata
- markov processes
- markov model
- transition probabilities
- stochastic process
- stationary distribution
- optimal control
- reinforcement learning
- monte carlo simulation
- monte carlo method
- transition matrix
- markov decision processes
- infinite horizon
- random walk
- sample path
- assemble to order systems
- random numbers
- probabilistic model
- search space