Continuity of Optimal Values and Solutions for Control of Markov Chains with Constraints.
Mabel TidballAriel L. LombardiOdile PourtallierEitan AltmanPublished in: SIAM J. Control. Optim. (2000)
Keyphrases
- markov chain
- steady state
- monte carlo
- finite state
- transition probabilities
- probabilistic automata
- markov model
- monte carlo method
- state space
- markov process
- markov processes
- random walk
- monte carlo simulation
- stochastic process
- stationary distribution
- transition matrix
- confidence intervals
- sufficient conditions
- finite automata
- dynamic programming