Local control of Markovian processes of interaction on a graph with a compact set of states

DOI10.1023/A:1011985609994MaRDI QIDQ1407136zbMATH OpenOpenAlexFDO

Authors G. Daduna, Pavel S. Knopov, R. K. Chornej

Publication date 9 September 2003

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1011985609994

zbMATH Keywords

controlled Markov processesdiscrete Markov processesgraphslocal controlrandom fieldsrandomized strategiesstate space

Mathematics Subject Classification ID

Random fields (60G60) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Optimal stochastic control (93E20)

Review text

Discrete-time Markov processes with a multidimensional state space are considered. The coordinate processes are locally interacting and assumed to change their states synchronously. Conditions are given that in the class of local randomized strategies there exist deterministic stationary Markovian strategies which maximize asymptotic average expected rewards. The considered processes generalize the concept of usual processes controlled in time. The compactness and continuity conditions imposed on the state space and the space of control actions are borrowed from studies on stochastic dynamic optimization and dynamic programming.

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