Rate of Convergence of Empirical Measures and Costs in Controlled Markov Chains and Transient Optimality.
Eitan AltmanOfer ZeitouniPublished in: Math. Oper. Res. (1994)
Keyphrases
- markov chain
- steady state
- finite state
- average cost
- transition probabilities
- markov processes
- stationary distribution
- markov process
- monte carlo
- state space
- stochastic process
- markov model
- number of iterations required
- confidence intervals
- monte carlo simulation
- random walk
- monte carlo method
- transition matrix
- probabilistic automata
- sample path
- optimal solution
- queue length
- queueing networks
- random numbers
- search space
- machine learning
- assemble to order systems
- variance reduction
- information theory
- pattern matching