Mathematical programming and the control of Markov chains†
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Publication:5620985
DOI10.1080/00207177108931985zbMATH Open0217.17802OpenAlexW2076037127MaRDI QIDQ5620985FDOQ5620985
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
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
Cited In (15)
- Discrete dynamic programming and viscosity solutions of the Bellman equation
- Approximations and computational methods for optimal stopping and stochastic impulsive control problems
- Inefficiency of credible strategies in oligopolistic resource markets with uncertainty
- Model predictive control for systems with stochastic multiplicative uncertainty and probabilistic constraints
- Approximations, existence, and numerical procedures for optimal stochastic controls
- Convergence speed in distributed consensus over dynamically switching random networks
- The problem of LQG optimal control via a limited capacity communication channel
- On two discrete-time system stability concepts and supermartingales
- Duality theorem in Markovian decision problems
- Applicable stochastic control: From theory to practice
- Stochastic control theory and operational research
- Windows of opportunity for synchronization in stochastically coupled maps
- Asymptotic behavior of a hierarchical system of learning automata
- Incorporating state estimation into model predictive control and its application to network traffic control
- On the control of stochastic systems
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