Optimal control of stepwise processes with periodic characteristics (Q1089305)

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Optimal control of stepwise processes with periodic characteristics
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    Optimal control of stepwise processes with periodic characteristics (English)
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    1986
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    The problem of optimal control of a stepwise Markov process with periodic characteristics that is not discontinuous with respect to probability is solved. The sufficiency of periodic Markov control strategies is proved, the optimality equation is obtained, and examples of the solution of practical problems are given.
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    stepwise Markov process with periodic characteristics
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    periodic Markov control strategies
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    optimality equation
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