Geometric Convergence Rates for Stochastically Ordered Markov Chains.
Robert B. LundRichard L. TweediePublished in: Math. Oper. Res. (1996)
Keyphrases
- markov chain
- convergence rate
- steady state
- learning rate
- finite state
- transition probabilities
- markov model
- random walk
- stationary distribution
- markov process
- stochastic process
- state space
- global convergence
- primal dual
- transition matrix
- monte carlo
- markov processes
- numerical stability
- probabilistic automata
- policy iteration
- genetic algorithm