A note on some new results on the ergodic control of partially observed Markov chains.
Shun-Pin HsuAri ArapostathisPublished in: ACC (2004)
Keyphrases
- markov chain
- partially observed
- steady state
- stationary distribution
- markov process
- finite state
- state space
- transition probabilities
- monte carlo
- stochastic process
- monte carlo simulation
- random walk
- markov model
- monte carlo method
- markov processes
- confidence intervals
- transition matrix
- probabilistic automata
- generative model
- sample path
- assemble to order systems
- non stationary
- random numbers