Potentials based optimization with embedded Markov chain for stochastic constrained system

DOI10.1007/S11071-011-0050-2MaRDI QIDQ437320zbMATH OpenOpenAlexFDO

Authors Kang Cheng, Kanjian Zhang

Publication date 17 July 2012

Published in Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11071-011-0050-2

zbMATH Keywords

Markov decision processesconstrained systemRBF neural networkperformance potentials

Mathematics Subject Classification ID

Neural networks for/in biological studies, artificial life and related topics (92B20) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 3126094 (Why is no real title available?)
• scientific article; zbMATH DE number 51537 (Why is no real title available?)
• scientific article; zbMATH DE number 1321699 (Why is no real title available?)
• A time aggregation approach to Markov decision processes
• Asymptotic coefficients for Gaussian radial basis function interpolants
• Basic ideas for event-based optimization of Markov systems
• Drift and monotonicity conditions for continuous-time controlled markov chains with an average criterion
• Exact finite approximations of average-cost countable Markov decision processes
• Minimax Control of Discrete-Time Stochastic Systems
• Perturbation realization, potentials, and sensitivity analysis of Markov processes
• Policy iteration based feedback control
• Receding horizon control for water resources management
• Robustness of Policies in Constrained Markov Decision Processes

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• Revenue management for operations with urgent orders

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