Uniform ergodicity of continuous-time controlled Markov chains: A survey and new results.
Tomás Prieto-RumeauOnésimo Hernández-LermaPublished in: Ann. Oper. Res. (2016)
Keyphrases
- markov chain
- stationary distribution
- markov processes
- steady state
- markov process
- transition probabilities
- monte carlo
- finite state
- markov model
- state space
- monte carlo method
- stochastic process
- random walk
- monte carlo simulation
- machine learning
- sample path
- transition matrix
- probabilistic automata
- confidence intervals
- random numbers