Abstract
The problem of optimal control of a nonuniform Markov process with a finite state set over a fixed interval in the presence of inequality-like constraints was considered. The design of control relies on the principle of dynamic programming in combination with the methods of convex programming and the duality theory. Two types of conditions under which it is possible to select a Markov optimal control were proposed
Original language | English |
---|---|
Pages (from-to) | 323 - 341 |
Number of pages | 19 |
Journal | Automation and Remote Control |
Volume | 72 |
Issue number | 2 |
DOIs | |
Publication status | Published - 2011 |