Poisson approximation for excursions of adaptive algorithms with a lattice state space.
Adel A. ZeraiJames A. BucklewPublished in: IEEE Trans. Inf. Theory (1997)
Keyphrases
- adaptive algorithms
- state space
- markovian decision
- non stationary
- closed form
- noise cancellation
- monte carlo
- heuristic search
- reinforcement learning
- markov chain
- state variables
- dynamic programming
- dynamical systems
- optimal policy
- search space
- lattice structure
- markov decision processes
- poisson process
- belief state
- approximation algorithms
- queueing networks
- concept lattice