The mean squared loss control problem for a partially observed Markov chain.
Yingying LaiRobert J. ElliottPublished in: Int. J. Control (2019)
Keyphrases
- markov chain
- partially observed
- steady state
- transition probabilities
- random walk
- monte carlo method
- finite state
- markov process
- stationary distribution
- monte carlo
- monte carlo simulation
- markov model
- state space
- stochastic process
- transition matrix
- markov chain monte carlo
- dynamic programming
- pairwise
- markov decision processes
- em algorithm
- least squares
- gibbs sampler
- hidden markov models