Mathematical programming and the control of Markov chains†

DOI10.1080/00207177108931985zbMath0217.17802OpenAlexW2076037127MaRDI QIDQ5620985

Allan J. Kleinman, Harold J. Kushner

Publication date: 1971

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2060/19700031841

Mathematics Subject Classification ID

Linear programming (90C05) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Hamilton-Jacobi theories (49L99) Model systems in control theory (93C99)

Cites Work

• On the stochastic maximum principle with 'average' constraints
• Linear Programming in a Markov Chain
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Related Items (15)

Applicable stochastic control: From theory to practice ⋮ Inefficiency of credible strategies in oligopolistic resource markets with uncertainty ⋮ Convergence speed in distributed consensus over dynamically switching random networks ⋮ Discrete dynamic programming and viscosity solutions of the Bellman equation ⋮ Windows of opportunity for synchronization in stochastically coupled maps ⋮ On the control of stochastic systems ⋮ Duality theorem in Markovian decision problems ⋮ Incorporating state estimation into model predictive control and its application to network traffic control ⋮ The problem of LQG optimal control via a limited capacity communication channel ⋮ Approximations and computational methods for optimal stopping and stochastic impulsive control problems ⋮ Model predictive control for systems with stochastic multiplicative uncertainty and probabilistic constraints ⋮ On two discrete-time system stability concepts and supermartingales ⋮ Approximations, existence, and numerical procedures for optimal stochastic controls ⋮ Stochastic control theory and operational research ⋮ Asymptotic behavior of a hierarchical system of learning automata

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