Towards the optimal control of Markov chains with constraints

DOI10.1016/j.automatica.2010.06.003zbMath1201.93131MaRDI QIDQ710696

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

zbMATH Keywords

optimal control; maximum principle; Markov chains; constraints

Mathematics Subject Classification ID

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

93E20: Optimal stochastic control

49K45: Optimality conditions for problems involving randomness