Driving Markov Chains to Desired Equilibria via Linear Programming.
Harish S. BhatLi-Hsuan HuangSebastian RodriguezPublished in: ACSSC (2019)
Keyphrases
- markov chain
- linear programming
- steady state
- transition probabilities
- state space
- monte carlo
- finite state
- linear program
- monte carlo simulation
- random walk
- markov processes
- monte carlo method
- markov model
- markov process
- transition matrix
- dynamic programming
- probabilistic automata
- stationary distribution
- long run
- fixed point
- stochastic process
- nash equilibrium
- objective function
- np hard
- confidence intervals
- game theory
- optimal solution
- multispectral
- pattern matching
- sample path
- search algorithm