Optimal Open Loop Markov Decision Rules May Require Parametric Excitation
نویسندگان
چکیده
منابع مشابه
Optimal Open Loop Markov Decision Rules May Require Parametric Excitation
Abstract. We present here a general theory, and give a specific example, showing that there exist time invariant Markov decision problems, with no time variation in the model which, when optimized over an infinite interval, have optimal closed loop control laws that are time varying. Although similar behavior was observed much earlier for specific problems arising in chemical and aeronautical e...
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ژورنال
عنوان ژورنال: Communications in Information and Systems
سال: 2010
ISSN: 1526-7555,2163-4548
DOI: 10.4310/cis.2010.v10.n4.a6