Simultaneous Impulse and Continuous Control of a Markov Chain in Continuous Time.
Alexander B. MillerBoris M. MillerKaren V. StepanyanPublished in: Autom. Remote. Control. (2020)
Keyphrases
- markov chain
- steady state
- finite state
- markov processes
- monte carlo
- transition probabilities
- markov process
- random walk
- monte carlo simulation
- markov model
- stochastic process
- monte carlo method
- state space
- stationary distribution
- transition matrix
- optimal control
- gibbs sampler
- state transition
- reinforcement learning
- markov chain monte carlo
- control strategy
- dynamic programming
- neural network