Synthesis of suboptimal control of single-class stochastic systems (Q1913853)
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scientific article; zbMATH DE number 882152
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| English | Synthesis of suboptimal control of single-class stochastic systems |
scientific article; zbMATH DE number 882152 |
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Synthesis of suboptimal control of single-class stochastic systems (English)
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9 June 1996
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The author considers a family of controlled continuous-time Markov processes. Being interested in finding a control which minimizes the expected total cost over a finite-time horizon he presents a (convergent) sequence of nearly optimal controls.
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convergent sequence
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Markov processes
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finite-time horizon
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nearly optimal controls
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0.7952004671096802
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