Controlled Markov chains with safety upper bound.
Aristotle ArapostathisRatnesh KumarSekhar TangiralaPublished in: IEEE Trans. Autom. Control. (2003)
Keyphrases
- markov chain
- upper bound
- lower bound
- finite state
- steady state
- transition probabilities
- markov process
- random walk
- monte carlo
- markov model
- monte carlo method
- worst case
- markov processes
- probabilistic automata
- monte carlo simulation
- stochastic process
- state space
- stationary distribution
- sample size
- transition matrix
- reinforcement learning
- sufficient conditions