Optimal state-space lumping in Markov chains.
Salem DerisaviHolger HermannsWilliam H. SandersPublished in: Inf. Process. Lett. (2003)
Keyphrases
- markov chain
- state space
- dynamic programming
- steady state
- finite state
- random walk
- markov process
- markov model
- monte carlo
- optimal policy
- transition probabilities
- stochastic process
- reinforcement learning
- markov decision processes
- particle filter
- monte carlo method
- monte carlo simulation
- optimal control
- stationary distribution
- state variables
- state transition
- hidden markov models
- search space
- transition matrix
- markov models
- confidence intervals
- initial state
- markov decision process
- machine learning
- average reward
- optimal solution
- sample path
- probabilistic automata