Drift and monotonicity conditions for continuous-time controlled Markov chains with an average criterion.
Xianping GuoOnésimo Hernández-LermaPublished in: IEEE Trans. Autom. Control. (2003)
Keyphrases
- markov chain
- steady state
- markov processes
- markov process
- transition probabilities
- finite state
- monte carlo
- stochastic process
- stationary distribution
- monte carlo simulation
- markov model
- state space
- confidence intervals
- monte carlo method
- random walk
- transition matrix
- probabilistic automata
- sufficient conditions
- sample path
- average cost
- higher order
- hidden markov models