Optimal control of stepwise processes with periodic characteristics

DOI10.1016/0021-8928(86)90051-1MaRDI QIDQ1089305zbMATH OpenOpenAlexFDO

Authors A. B. Piunovskiy

Publication date 1986

Published in Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0021-8928(86)90051-1

zbMATH Keywords

optimality equationperiodic Markov control strategiesstepwise Markov process with periodic characteristics

Mathematics Subject Classification ID

Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)

Review text

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.

Recommendations

• Problems of control of Markovian processes with aftereffect (compact set of solutions)
• Optimal control of the two-state Markov process in discrete time
• Optimization in periodic Markovian decision processes
• scientific article; zbMATH DE number 17494
• Optimal control of piecewise deterministic markov process

Cites work

• A general markov decision method I: Model and techniques
• scientific article; zbMATH DE number 3810606 (Why is no real title available?)
• scientific article; zbMATH DE number 3669505 (Why is no real title available?)
• scientific article; zbMATH DE number 3685307 (Why is no real title available?)
• scientific article; zbMATH DE number 3621618 (Why is no real title available?)
• Optimal control of stochastic systems with aftereffect
• Synthesis of optimal stochastic control systems by the method of successive approximations

Cited in

(4)

• Design of the optimal control of periodic processes in unlimited time
• scientific article; zbMATH DE number 3940096 (Why is no real title available?)
• scientific article; zbMATH DE number 3964837 (Why is no real title available?)
• scientific article; zbMATH DE number 3992282 (Why is no real title available?)

This page was built for publication: Optimal control of stepwise processes with periodic characteristics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1089305)