Technical Note - Accelerated Computation of the Expected Discounted Return in a Markov Chain.

Evan L. Porteus John C. Totten

Published in: Oper. Res. (1978)

Keyphrases

markov chain
steady state
transition probabilities
markov process
monte carlo
finite state
random walk
stochastic process
stationary distribution
monte carlo method
state space
markov model
monte carlo simulation
transition matrix
algo rithm
genetic algorithm
markov chain monte carlo
learning algorithm