On Stability and LQ Control of MJLS With a Markov Chain With General State Space.
Ioannis KordonisGeorge P. PapavassilopoulosPublished in: IEEE Trans. Autom. Control. (2014)
Keyphrases
- markov chain
- state space
- steady state
- finite state
- monte carlo
- transition probabilities
- stochastic process
- random walk
- stationary distribution
- dynamic programming
- markov process
- optimal control
- monte carlo simulation
- markov model
- monte carlo method
- reinforcement learning
- state transition
- markov decision processes
- markov decision process
- particle filter
- state variables
- belief state
- dynamical systems
- markov chain monte carlo
- machine learning
- probability distribution
- hidden markov models
- special case
- search space
- optimal policy
- reward function
- probabilistic model
- bayesian networks