Domain Decomposition Methods for Large Markov Chain Control Problems and Nonlinear Elliptic-Type Equations.
Harold J. KushnerPublished in: SIAM J. Sci. Comput. (1997)
Keyphrases
- markov chain
- control problems
- decomposition methods
- steady state
- boundary value problem
- reinforcement learning
- optimal control
- random walk
- finite state
- markov process
- state space
- transition probabilities
- monte carlo
- decomposition method
- markov processes
- monte carlo method
- adaptive control
- markov model
- monte carlo simulation
- hamilton jacobi bellman
- stochastic process
- database theory
- stationary distribution
- differential equations
- queueing systems
- constraint satisfaction problems
- databases
- partial differential equations
- mathematical model
- dynamic programming
- stochastic control
- hypertree decomposition
- control strategy
- normal form
- search algorithm