Methods to design optimal control of Markov process with finite state set in the presence of constraints
DOI10.1134/S000511791102010XzbMATH Open1231.93118OpenAlexW2012020798MaRDI QIDQ544780FDOQ544780
Authors: Yong-Cai Geng, Sumit K. Garg 
Publication date: 16 June 2011
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s000511791102010x
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dynamic programmingconvex programmingfinite state set over a fixed intervalinequality-like constraintsoptimal control of a nonuniform Markov process
Convex programming (90C25) Dynamic programming (90C39) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Duality theory (optimization) (49N15)
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Cited In (10)
- A STOCHASTIC CONTROL APPROACH TO BID-ASK PRICE MODELLING
- Control of \(M|M|1|N\) queue parameters under constraints
- Simultaneous impulse and continuous control of a Markov chain in continuous time
- A “direct” method to prove the generalized Itô–Venttsel’ formula for a generalized stochastic differential equation
- Optimal channel choice for lossy data flow transmission
- Towards the optimal control of Markov chains with constraints
- Control and observation for dynamical queueing networks. I
- Analysis and optimization of a controlled model for a closed queueing network
- Optimal control problem regularization for the Markov process with finite number of states and constraints
- Stabilization and tracking of the trajectory of a linear system with jump drift
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