Dynamically Identifying Regenerative Cycles in Simulation-Based Optimization Algorithms for Markov Chains

DOI10.1109/TAC.2004.829637MaRDI QIDQ5273803zbMATH OpenFDO

Authors Enrique Campos-Náñez, Stephen D. Patek

Publication date 12 July 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.2004.829637

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Approximation methods and heuristics in mathematical programming (90C59) Optimal stochastic control (93E20)

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