On a control of a Markov chain under conditions with respect to the absolute stationary probabilities and cost.
Anna SlobodováPublished in: Z. Oper. Research (1980)
Keyphrases
- markov chain
- transition probabilities
- steady state
- finite state
- markov process
- monte carlo
- markov model
- monte carlo method
- stationary distribution
- random walk
- state space
- monte carlo simulation
- sufficient conditions
- search algorithm
- transition matrix
- stochastic process
- non stationary
- total cost
- gibbs sampling
- optimal control
- probability distribution
- average cost
- higher order
- bayesian networks