Image de couverture de livre

Linear Algebraic Truncation Algorithm with A Posteriori Error Bounds for Computing Markov Chain Equilibrium Gradients

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Mahdian, Saied, Glynn, Peter W.
Format:	Preprint
Publié:	2025
Sujets:	Optimization and Control Probability
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

A Numerical Truncation Approximation with A Posteriori Error Bounds for the Solution of Poisson's Equation
par: Mahdian, Saied, et autres
Publié: (2024)

Computable Bounds on Convergence of Markov Chains in Wasserstein Distance via Contractive Drift
par: Qu, Yanlin, et autres
Publié: (2023)

A Regeneration-based a Posteriori Error Bound for a Markov Chain Stationary Distribution Truncation Algorithm
par: Glynn, Peter W., et autres
Publié: (2025)

Algebraic Reduction of Hidden Markov Models
par: Grigoletto, Tommaso, et autres
Publié: (2022)

Bounding the Difference between the Values of Robust and Non-Robust Markov Decision Problems
par: Neufeld, Ariel, et autres
Publié: (2023)

An Online Multiobjective Policy Gradient for Long-run Average-reward Markov Decision Process
par: Misra, Rahul, et autres
Publié: (2025)

Rates of Convergence in the Central Limit Theorem for Markov Chains, with an Application to TD Learning
par: Srikant, R.
Publié: (2024)

Further remarks on absorbing Markov decision processes
par: Zhang, Yi, et autres
Publié: (2024)

Equilibrium strategies in time-inconsistent stochastic control problems with constraints: necessary conditions
par: Mastrogiacomo, Elisa, et autres
Publié: (2021)

Langevin dynamics for the probability of finite state Markov processes
par: Li, Wuchen
Publié: (2023)

Markov Decision Process and Approximate Dynamic Programming for a Patient Assignment Scheduling problem
par: O'Reilly, Malgorzata M., et autres
Publié: (2024)

Reoptimization Nearly Solves Weakly Coupled Markov Decision Processes
par: Gast, Nicolas, et autres
Publié: (2022)

A Non-convex Optimization Approach of Searching Algebraic Degree Phase-type Representations for General Phase-type Distributions
par: Liu, Yujie, et autres
Publié: (2024)

Controlled Swarm Gradient Dynamics
par: Aubert, Louison
Publié: (2026)

Markov decision processes: on the convergence of the Monte-Carlo first visit algorithm
par: Delattre, Sylvain, et autres
Publié: (2025)

Nonstationary nonzero-sum Markov games under a probability criterion
par: Guo, Xin, et autres
Publié: (2025)

Markov-Nash equilibria in mean-field games under model uncertainty
par: Langner, Johannes, et autres
Publié: (2024)

On Pioneering Works of Albert Shiryaev on Markov Decision Processes and Some Later Developments
par: Feinberg, Eugene A.
Publié: (2025)

Optimal Risk-Sensitive Scheduling Policies for Remote Estimation of Autoregressive Markov Processes
par: Dutta, Manali, et autres
Publié: (2024)

Error estimates for deterministic empirical approximations of probability measures
par: Seeger, Benjamin
Publié: (2025)

On reachability of Markov decision processes: a novel state-classification-based PI approach
par: Li, Yanyun, et autres
Publié: (2023)

Convergence Error Analysis of Reflected Gradient Langevin Dynamics for Globally Optimizing Non-Convex Constrained Problems
par: Sato, Kanji, et autres
Publié: (2022)

Optimal control of McKean-Vlasov systems under partial observation and hidden Markov switching
par: Fuhrman, Marco, et autres
Publié: (2026)

Algorithmic Stability of Stochastic Gradient Descent with Momentum under Heavy-Tailed Noise
par: Dang, Thanh, et autres
Publié: (2025)

Sparsity of Quadratically Regularized Optimal Transport: Bounds on concentration and bias
par: Wiesel, Johannes, et autres
Publié: (2024)

Zero-Sum Games for piecewise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion
par: Golui, Subrata
Publié: (2024)

Non-Stationary Gradient Descent for Optimal Auto-Scaling in Serverless Platforms
par: Anselmi, Jonatha, et autres
Publié: (2025)

Non-Exchangeable Mean Field Markov Decision Processes with common noise : from Bellman equation to quantitative propagation of chaos
par: Mekkaoui, Samy, et autres
Publié: (2026)

Decentralized State-Dependent Markov Chain Synthesis with an Application to Swarm Guidance
par: Uzun, Samet, et autres
Publié: (2020)

A Unified Control Theory Derivation of Discrete-Time Linear Ensemble Kalman Filters
par: Kim, Jin Won
Publié: (2026)

Linear-quadratic optimal control for non-exchangeable mean-field SDEs and applications to systemic risk
par: de Crescenzo, Anna, et autres
Publié: (2025)

Markov Kernels, Distances and Optimal Control: A Parable of Linear Quadratic Non-Gaussian Distribution Steering
par: Teter, Alexis M. H., et autres
Publié: (2025)

A Note on the Bias and Kemeny's Constant in Markov Reward Processes with an Application to Markov Chain Perturbation
par: Ortner, Ronald
Publié: (2024)

Approximate Computation of Loss Probability for Queueing System with Capacity Sharing Discipline
par: Yashina, M. V., et autres
Publié: (2024)

Computing Stationary Distribution via Dirichlet-Energy Minimization by Coordinate Descent
par: Avrachenkov, Konstantin, et autres
Publié: (2026)

Two-Stage Distributionally Robust Optimization: Intuitive Understanding and Algorithm Development from the Primal Perspective
par: Lu, Zhengsong, et autres
Publié: (2024)

Beyond Average Return in Markov Decision Processes
par: Marthe, Alexandre, et autres
Publié: (2023)

Trajectories and Platoon-forming Algorithm for Intersections with Heterogeneous Autonomous Traffic
par: Joshi, P. C., et autres
Publié: (2023)

Robust $Q$-learning Algorithm for Markov Decision Processes under Wasserstein Uncertainty
par: Neufeld, Ariel, et autres
Publié: (2022)

Markov control of continuous time Markov processes with long run functionals by time discretization
par: Stettner, Lukasz
Publié: (2025)