Stability and attractivity of absorbing sets for discrete-time Markov processes.
Ilya TkachevAlessandro AbatePublished in: CDC (2012)
Keyphrases
- markov processes
- markov chain
- markov process
- stochastic processes
- steady state
- continuous time markov chains
- random walk
- stochastic process
- non stationary
- continuous time bayesian networks
- state space
- random fields
- markov model
- finite state
- transition probabilities
- stationary distribution
- dynamic programming
- autoregressive
- machine learning
- reinforcement learning
- learning algorithm