Optimal Redesign of Markov Chains with Prescribed Repulsive Distribution.
Matteo SantilliAndrea GasparriGabriele OlivaPublished in: CDC (2018)
Keyphrases
- markov chain
- transition probabilities
- stationary distribution
- steady state
- finite state
- monte carlo method
- monte carlo
- state space
- probabilistic automata
- random walk
- markov processes
- monte carlo simulation
- product form
- stochastic process
- confidence intervals
- markov model
- dynamic programming
- markov process
- random variables
- sample path
- transition matrix
- stochastic processes
- uniformly distributed
- probability distribution
- optimal solution
- finite automata
- optimal policy
- assemble to order systems