Characterization and computation of infinite-horizon specifications over Markov processes.
Ilya TkachevAlessandro AbatePublished in: Theor. Comput. Sci. (2014)
Keyphrases
- infinite horizon
- markov processes
- continuous time markov chains
- finite horizon
- optimal control
- markov chain
- long run
- markov process
- dynamic programming
- optimal policy
- markov decision processes
- stochastic processes
- stochastic demand
- random fields
- non stationary
- partially observable
- state space
- markov decision process
- average cost
- finite state
- steady state
- inventory policy
- queue length
- random walk
- higher order
- reinforcement learning