Optimal Interventions in Countable Jump Markov Processes.
Alexei B. PiunovskiyPublished in: Math. Oper. Res. (2004)
Keyphrases
- markov processes
- markov chain
- markov process
- stochastic processes
- stochastic process
- finite state
- stationary distribution
- state space
- random walk
- steady state
- markov model
- transition probabilities
- optimal solution
- continuous time bayesian networks
- non stationary
- continuous time markov chains
- random fields
- least squares
- dynamic programming