Optimal prediction of Markov chains with and without spectral gap.
Yanjun HanSoham JanaYihong WuPublished in: NeurIPS (2021)
Keyphrases
- markov chain
- steady state
- markov process
- transition probabilities
- finite state
- markov processes
- monte carlo
- markov model
- state space
- monte carlo method
- stochastic process
- probabilistic automata
- transition matrix
- random walk
- monte carlo simulation
- stationary distribution
- optimal solution
- sample path
- stochastic processes
- average reward
- optimal control
- dynamic programming