We introduce and study Recursive Markov Chains (RMCs), which extend ordinary finite state Markov chains with the ability to invoke other Markov chains in a potentially recursive m...
Monotone systems of polynomial equations (MSPEs) are systems of fixed-point equations X1 = f1(X1, . . . , Xn), . . . , Xn = fn(X1, . . . , Xn) where each fi is a polynomial with p...
Stefan Kiefer, Michael Luttenberger, Javier Esparz...
The Markov chain approximation method is an effective and widely used approach for computing optimal values and controls for stochastic systems. It was extended to nonlinear (and p...
Abstract— Q-learning is a technique used to compute an optimal policy for a controlled Markov chain based on observations of the system controlled using a non-optimal policy. It ...