Characterization and computation of infinite horizon specifications over Markov processes
Ilya TkachevAlessandro AbatePublished in: CoRR (2012)
Keyphrases
- infinite horizon
- markov processes
- continuous time markov chains
- finite horizon
- markov process
- long run
- optimal control
- optimal policy
- markov chain
- dynamic programming
- markov decision processes
- stochastic demand
- stochastic processes
- random fields
- state space
- non stationary
- average cost
- lead time
- partially observable
- higher order
- stochastic process
- random walk