CUT:结合随机排序和审查来约束稳态奖励和首次通过时间

J. Fourneau, N. Pekergin, S. Younès
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引用次数: 4

摘要

我们设计了一个划分马尔可夫链的工具,并使用审查技术和强随机比较来获得奖励和首次通过时间的界限。给出了该方法的主要思想、算法、工具和一些数值结果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
CUT : Combining stochastic ordering and censoring to bound steady-state rewards and first passage time
We have designed a tool to partition a Markov Chain and have used the censoring technique and strong stochastic comparison to obtain bounds on rewards and the first passage time. We present the main ideas of the method, the algorithms, the tool and some numerical results.
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