On Reachability of Markov Chains: A Long-Run Average Approach.
Daniel ÁvilaMauricio JuncaPublished in: IEEE Trans. Autom. Control. (2022)
Keyphrases
- markov chain
- long run
- average cost
- state space
- optimal policy
- finite state
- short run
- steady state
- average reward
- monte carlo
- transition probabilities
- expected cost
- markov process
- infinite horizon
- markov model
- markov decision processes
- stationary distribution
- probabilistic automata
- random walk
- queueing networks
- confidence intervals
- monte carlo simulation
- heavy traffic
- transition matrix
- stochastic process
- initial state
- markov processes
- dynamic programming
- control policy
- state dependent
- sample path
- markov decision process
- reinforcement learning
- weighted sums
- linear programming