Optimal Control of Markov Processes
نویسندگان
چکیده
منابع مشابه
Optimal Control of Markov Processes
The purpose of this article is to giye an overview of some recent developments in optimal stochastic control theory. The field has expanded a great deal during the last 20 years. It is not possible in this overview to go deeply into any topic, and a number of interesting topics have been omitted entirely. The list of references includes several books, conference proceedings and survey articles....
متن کاملOptimal Control of Markov Regenerative Processes
In the paper the integration of available results on SemiMarkov Decision Processes and on Markov Regenerative Processes is attempted, in order to de ne the mathematical framework for solving decision problems where the underlying structure state process is a Markov Regenerative Process, referred to as Markov Regenerative Decision Process. The essential question investigated here is which descri...
متن کاملConvergence of the optimal values of constrained Markov control processes
We consider a sequence of discounted cost, constrained Markov control processes (CCPs) with countable state space, metric action set and possibly unbounded cost functions. We give conditions under which the sequence of optimal values of the CCPs converges to the optimal value of a limiting CCP, and, furthermore, the accumulation points of sequences of optimal policies for the CCPs are optimal p...
متن کاملMonotone optimal control for a class of Markov decision processes
This paper provides a unified framework to study monotone optimal control for a class of Markov decision processes through D-multimodularity. We demonstrate that each system in this class can be classified as either a substitution-type or a complement-type system according to the possible transition set, which can be used as a classification mechanism that integrates a variety of models in the ...
متن کاملNumerical methods for optimal control of piecewise deterministic Markov processes
Scientific Research context: In 1980, M.H.A. Davis [1] introduced in probability theory Piecewise Deterministic Markov Processes (PDMP) as a general class of models suitable for formulating optimization problems in queuing and inventory systems, maintenance-replacement models, investment scheduling and many other areas of operation research. In the continuous-time context, stochastic control th...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Transactions of the Society of Instrument and Control Engineers
سال: 1969
ISSN: 0453-4654
DOI: 10.9746/sicetr1965.5.273