Algorithm for optimal real-time pricing based on switched Markov chain models.
Koichi KobayashiKunihiko HiraishiPublished in: ISGT (2015)
Keyphrases
- markov chain
- optimal solution
- monte carlo
- dynamic programming
- monte carlo simulation
- markov model
- probabilistic model
- worst case
- search space
- markov chain monte carlo
- transition matrix
- k means
- learning algorithm
- transition probabilities
- bayesian framework
- algo rithm
- steady state
- incomplete data
- markov models
- latent variables
- monte carlo method
- gibbs sampler
- em algorithm
- reinforcement learning