Markov chain approximation methods on generalized HJB equation.
Xueping LiQ. S. SongPublished in: CDC (2007)
Keyphrases
- markov chain
- approximation methods
- hamilton jacobi bellman
- optimal control
- steady state
- control problems
- finite state
- transition probabilities
- markov process
- random walk
- monte carlo
- state space
- stationary distribution
- stochastic control
- belief state
- dynamical systems
- stochastic process
- markov processes
- dynamic programming
- mathematical model
- search space
- reinforcement learning
- search algorithm