Towards the optimal control of Markov chains with constraints

DOI10.1016/J.AUTOMATICA.2010.06.003zbMATH Open1201.93131OpenAlexW1974111631MaRDI QIDQ710696FDOQ710696

D. Kharzeev

Publication date: 22 October 2010

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2010.06.003

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• scientific article; zbMATH DE number 3962918
• Publication:4945343

zbMATH Keywords

constraintsMarkov chainsmaximum principleoptimal control

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)

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Cited In (20)

• A STOCHASTIC CONTROL APPROACH TO BID-ASK PRICE MODELLING
• Title not available (Why is that?)
• Control of \(M|M|1|N\) queue parameters under constraints
• Simultaneous impulse and continuous control of a Markov chain in continuous time
• Title not available (Why is that?)
• On decomposition in problem of Markov chain optimal control calculation by means of linear programming
• Title not available (Why is that?)
• Controlled semi-Markov processes with constraints on control strategies and construction of optimal strategies in reliability and safety models
• Methods to design optimal control of Markov process with finite state set in the presence of constraints
• Using methods of stochastic control to prevent overloads in data transmission networks
• A sparse Markov chain approximation of LQ-type stochastic control problems.
• Title not available (Why is that?)
• On constrained optimization of the Klimov network and related Markov decision processes
• Towards the optimal control of Markov chains with constraints
• Continuity of Optimal Values and Solutions for Control of Markov Chains with Constraints
• Ergodic Control of Markov Chains with Constraints—the General Case
• Title not available (Why is that?)
• Constrained continuous-time Markov decision processes on the finite horizon
• Title not available (Why is that?)
• Title not available (Why is that?)

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