Empirical Analysis of a Stochastic Approximation Approach for Computing Quasi-stationary Distributions.

Jose H. Blanchet Peter W. Glynn Shuheng Zheng

Published in: EVOLVE (2012)

Keyphrases

empirical analysis
stochastic approximation
stationary distribution
monte carlo
markov chain
empirical studies
theoretical analysis
queue length
policy iteration
reinforcement learning
neural network
search algorithm
computational complexity
supply chain
theoretical guarantees