Methods to design optimal control of Markov process with finite state set in the presence of constraints

Boris Miller, Gregory Miller, K Semenikhin

Research output: Contribution to journalArticleResearchpeer-review

24 Citations (Scopus)

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 languageEnglish
Pages (from-to)323 - 341
Number of pages19
JournalAutomation and Remote Control
Volume72
Issue number2
DOIs
Publication statusPublished - 2011

Cite this