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Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space.
Rany El Haddad
Christian Lécot
Pierre L'Ecuyer
N. Nassif
Published in:
Math. Comput. Simul. (2010)
Keyphrases
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markov chain
monte carlo methods
state space
multi dimensional
monte carlo
monte carlo method
action space
steady state
transition probabilities
reinforcement learning
finite state
stationary distribution
markov process
random walk
dynamic programming
markov decision processes
markov model
particle filter
transition matrix
markov processes
optimal policy
search space
initial state
markov decision process
reward function
markov random field
probabilistic automata