On the value function in constrained control of Markov chains.
Eitan AltmanArie HordijkLodewijk C. M. KallenbergPublished in: Math. Methods Oper. Res. (1996)
Keyphrases
- markov chain
- steady state
- finite state
- transition probabilities
- monte carlo
- markov model
- state space
- sample path
- monte carlo simulation
- random walk
- monte carlo method
- stochastic process
- markov process
- stationary distribution
- probabilistic automata
- random numbers
- assemble to order systems
- optimal control
- non stationary
- weighted sum
- queueing theory