Control problems for Markov processes with memory (Q1286309)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Control problems for Markov processes with memory |
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Control problems for Markov processes with memory (English)
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2 February 2000
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The authors consider the dynamic programming problem for Markovian random fields. Using the well-known approach from dynamic programming for Markov chains, he shows the existence of an optimal stationary Markovian policy, which may be computed via linear programming.
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dynamic programming
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Markovian random fields
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existence of an optimal stationary Markovian policy
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linear programming
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