Steering policies for controlled Markov chains under a recurrence condition.
Dye-Jyun MaArmand M. MakowskiPublished in: IEEE Trans. Autom. Control. (1999)
Keyphrases
- markov chain
- steady state
- finite state
- monte carlo
- state space
- transition probabilities
- markov process
- stochastic process
- optimal policy
- markov model
- stationary distribution
- markov processes
- random walk
- sufficient conditions
- monte carlo simulation
- monte carlo method
- sample path
- partially observable markov decision processes
- probabilistic automata
- markov decision process
- transition matrix
- markov decision processes