Methods to design optimal control of Markov process with finite state set in the presence of constraints

DOI10.1134/S000511791102010XzbMath1231.93118MaRDI QIDQ544780

Yong-Cai Geng, Sumit K. Garg

Publication date: 16 June 2011

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

dynamic programming; convex programming; finite state set over a fixed interval; inequality-like constraints; optimal control of a nonuniform Markov process

Mathematics Subject Classification ID

90C25: Convex programming

49L20: Dynamic programming in optimal control and differential games

90C39: Dynamic programming

93E20: Optimal stochastic control

49N15: Duality theory (optimization)