Optimal Control and Zero-Sum Games for Markov Chains of Mean-Field Type.
Salah Eddine ChoutriBoualem DjehicheHamidou TembinePublished in: CoRR (2016)
Keyphrases
- optimal control
- markov chain
- dynamic programming
- steady state
- monte carlo
- transition probabilities
- finite state
- control problems
- state space
- random walk
- stochastic process
- markov model
- infinite horizon
- markov process
- stationary distribution
- control strategy
- transition matrix
- markov processes
- optimal control problems
- markov chain monte carlo
- belief networks
- reinforcement learning
- probabilistic automata
- em algorithm
- markov random field
- hidden markov models
- data mining