The average cost of Markov chains subject to total variation distance uncertainty.
Andreas A. MalikopoulosCharalambos D. CharalambousIoannis TzortzisPublished in: Syst. Control. Lett. (2018)
Keyphrases
- total variation
- markov chain
- finite state
- average cost
- image restoration
- denoising
- image denoising
- steady state
- convex optimization
- state space
- markov decision processes
- image processing
- transition probabilities
- random walk
- optimal policy
- long run
- stochastic process
- minimization problems
- stationary distribution
- finite number
- model checking
- initial state
- computer vision
- markov decision process
- multistage
- random variables
- pairwise