H2-control and the separation principle for discrete-time jump systems with the Markov chain in a general state space.
Danilo Zucolli FigueiredoOswaldo Luiz do Valle CostaPublished in: Int. J. Syst. Sci. (2017)
Keyphrases
- markov chain
- state space
- steady state
- finite state
- monte carlo
- markov process
- markov model
- stationary distribution
- random walk
- markov processes
- transition probabilities
- monte carlo simulation
- stochastic process
- reinforcement learning
- optimal policy
- state transition
- monte carlo method
- dynamic programming
- special case
- dynamical systems
- state variables
- markov decision processes
- search space
- transition matrix
- markov chain monte carlo
- neural network
- complex systems
- particle filter
- higher order
- hidden markov models