The stochastic shortest-path problem for Markov chains with infinite state space with applications to nearest-neighbor lattice chains.
Daniel LückingWolfgang StadjePublished in: Math. Methods Oper. Res. (2013)
Keyphrases
- markov chain
- state space
- shortest path problem
- nearest neighbor
- stochastic process
- monte carlo
- markov processes
- shortest path
- state transition
- probabilistic automata
- single source
- sample path
- steady state
- interval data
- markov process
- finite state
- combinatorial optimization problems
- monte carlo method
- stationary distribution
- directed graph
- random walk
- dynamic programming
- transition probabilities
- high dimensional
- markov model
- knn
- reinforcement learning
- directed acyclic graph
- transition matrix
- markov decision processes
- multiple objectives
- search space
- particle filter
- data points
- optimal policy
- initial state
- knapsack problem
- markov decision process
- cost function
- special case
- combinatorial optimization
- metaheuristic
- training set