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On Convergence of a Truncation Scheme for Approximating Stationary Distributions of Continuous State Space Markov Chains and Processes.
Alex Infanger
Peter W. Glynn
Published in:
CoRR (2022)
Keyphrases
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markov chain
stationary distribution
state space
continuous state spaces
steady state
random walk
transition probabilities
finite state
state dependent
markov model
monte carlo
action space
reinforcement learning
queueing networks
dynamical systems