Convergence of Markov chain approximation on generalized HJB equation and its applications.
Qingshuo SongPublished in: Autom. (2008)
Keyphrases
- markov chain
- hamilton jacobi bellman
- optimal control
- steady state
- control problems
- finite state
- nonlinear systems
- transition probabilities
- markov process
- stochastic process
- monte carlo method
- random walk
- state space
- stationary distribution
- monte carlo
- transition matrix
- stochastic control
- markov processes
- queueing networks
- dynamical systems
- neural network
- mathematical model
- differential equations
- convergence rate
- hamilton jacobi
- closed form