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Avtomatika i Telemekhanika, 2011, Issue 2, Pages 111–130 (Mi at1289)  
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
Full-text PDF (306 kB) Citations (29)
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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.
Presented by the member of Editorial Board: A. I. Kibzun

Received: 15.06.2010
English version:
Automation and Remote Control, 2011, Volume 72, Issue 2, Pages 323–341
DOI: https://doi.org/10.1134/S000511791102010X
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/at/y2011/i2/p111
    • This publication is cited in the following 29 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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    Full-text PDF :204
    References:64
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