Convex synthesis of randomized policies for controlled Markov chains with density safety upper bound constraints.
Mahmoud El ChamieYue YuBehçet AçikmesePublished in: ACC (2016)
Keyphrases
- markov chain
- upper bound
- transition probabilities
- steady state
- lower bound
- finite state
- markov processes
- random walk
- monte carlo method
- markov process
- stationary distribution
- monte carlo
- markov model
- state space
- stochastic process
- monte carlo simulation
- transition matrix
- machine learning
- assemble to order systems
- markov decision process
- optimal policy
- single item
- directed graph
- sample path
- random numbers
- probabilistic automata
- bayesian networks