Time-Sharing Policies for Controlled Markov Chains.
Eitan AltmanAdam ShwartzPublished in: Oper. Res. (1993)
Keyphrases
- markov chain
- steady state
- markov process
- monte carlo
- finite state
- transition probabilities
- random walk
- markov model
- stochastic process
- optimal policy
- stationary distribution
- state space
- monte carlo simulation
- markov processes
- monte carlo method
- sample path
- markov decision process
- transition matrix
- bayesian networks
- algo rithm
- covariance matrix
- search space