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Avtomatika i Telemekhanika, 2011, Issue 2, Pages 111–130
(Mi at1289)
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This article is cited in 29 scientific papers (total in 29 papers)
Topical issue
Methods to design optimal control of Markov process with finite state set in the presence of constraints
B. M. Millera, G. B. Millerb, K. V. Semenikhinc a Kharkevich Institute for Information Transmission Problems,
Russian Academy of Sciences, Moscow, Russia
b Institute of Informatics Problems, Russian Academy of Sciences, Moscow, Russia
c Moscow State Aviation Institute, Moscow, Russia
Abstract:
The problem of optimal control of a nonuniform Markov process with a finite state set over a fixed interval in the presence of inequality-like constraints was considered. The design of control relies on the principle of dynamic programming in combination with the methods of convex programming and the duality theory. Two types of conditions under which it is possible to select a Markov optimal control were proposed.
Citation:
B. M. Miller, G. B. Miller, K. V. Semenikhin, “Methods to design optimal control of Markov process with finite state set in the presence of constraints”, Avtomat. i Telemekh., 2011, no. 2, 111–130; Autom. Remote Control, 72:2 (2011), 323–341
Linking options:
https://www.mathnet.ru/eng/at1289 https://www.mathnet.ru/eng/at/y2011/i2/p111
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Statistics & downloads: |
Abstract page: | 752 | Full-text PDF : | 213 | References: | 65 | First page: | 21 |
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