Mathematical programming and the control of Markov chains†

DOI10.1080/00207177108931985MaRDI QIDQ5620985zbMATH OpenOpenAlexFDO

Authors Harold J. Kushner, Allan J. Kleinman

Publication date 1971

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2060/19700031841

Mathematics Subject Classification ID

Linear programming (90C05) Hamilton-Jacobi theories (49L99) Markov and semi-Markov decision processes (90C40) Model systems in control theory (93C99) Optimal stochastic control (93E20)

Cites work

• scientific article; zbMATH DE number 3307136 (Why is no real title available?)
• scientific article; zbMATH DE number 3416582 (Why is no real title available?)
• Linear Programming in a Markov Chain
• On the stochastic maximum principle with 'average' constraints

Cited in

(15)

• Duality theorem in Markovian decision problems
• Approximations, existence, and numerical procedures for optimal stochastic controls
• Model predictive control for systems with stochastic multiplicative uncertainty and probabilistic constraints
• Asymptotic behavior of a hierarchical system of learning automata
• Inefficiency of credible strategies in oligopolistic resource markets with uncertainty
• Applicable stochastic control: From theory to practice
• Stochastic control theory and operational research
• Windows of opportunity for synchronization in stochastically coupled maps
• On the control of stochastic systems
• Incorporating state estimation into model predictive control and its application to network traffic control
• The problem of LQG optimal control via a limited capacity communication channel
• Convergence speed in distributed consensus over dynamically switching random networks
• Approximations and computational methods for optimal stopping and stochastic impulsive control problems
• Discrete dynamic programming and viscosity solutions of the Bellman equation
• On two discrete-time system stability concepts and supermartingales

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