Improved iterative computation of the expected discounted return in Markov and semi-Markov chains.
Evan L. PorteusPublished in: Z. Oper. Research (1980)
Keyphrases
- markov chain
- finite state
- markov model
- steady state
- monte carlo
- markov process
- transition probabilities
- markov processes
- stationary distribution
- monte carlo method
- random walk
- state space
- monte carlo simulation
- stochastic process
- sample path
- transition matrix
- queueing theory
- probabilistic model
- bayesian networks
- learning algorithm