Abstract
| Original language | English |
|---|---|
| Title of host publication | Joint 48th IEEE Conference on Decision and Control and 28th Chinese Control Conference |
| Editors | John Bailleiieul, Lei Guo |
| Place of Publication | USA |
| Publisher | IEEE, Institute of Electrical and Electronics Engineers |
| Pages | 512 - 518 |
| Number of pages | 7 |
| ISBN (Print) | 9781424438723 |
| Publication status | Published - 2009 |
| Event | IEEE Conference on Decision and Control 2009 - Shanghai P.R. China, USA Duration: 1 Jan 2009 → … |
Conference
| Conference | IEEE Conference on Decision and Control 2009 |
|---|---|
| City | USA |
| Period | 1/01/09 → … |
Cite this
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Optimal control of Markov chains with constraints. / Miller, Boris; Miller, Gregory; Siemenikhin, Konstantin.
Joint 48th IEEE Conference on Decision and Control and 28th Chinese Control Conference. ed. / John Bailleiieul; Lei Guo. USA : IEEE, Institute of Electrical and Electronics Engineers, 2009. p. 512 - 518.Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › Research › peer-review
TY - GEN
T1 - Optimal control of Markov chains with constraints
AU - Miller, Boris
AU - Miller, Gregory
AU - Siemenikhin, Konstantin
PY - 2009
Y1 - 2009
N2 - A problem of optimal control of Markov chain with finite state space is considered. We consider a non-stationary finite horizon problem with constraints given as a set of inequalities. Basing on recent results on existence of optimal solution we suggest to use the dual approach to optimization and thereby an approach to effective numerical algorithms. The approach is illustrated by numerical examples.
AB - A problem of optimal control of Markov chain with finite state space is considered. We consider a non-stationary finite horizon problem with constraints given as a set of inequalities. Basing on recent results on existence of optimal solution we suggest to use the dual approach to optimization and thereby an approach to effective numerical algorithms. The approach is illustrated by numerical examples.
UR - http://apps.isiknowledge.com.ezproxy.lib.monash.edu.au/full_record.do?product=UA&search_mode=GeneralSearch&qid=4&SID=U1pk8cpa5mfA8cOc9og&page=1&doc=1&
M3 - Conference Paper
SN - 9781424438723
SP - 512
EP - 518
BT - Joint 48th IEEE Conference on Decision and Control and 28th Chinese Control Conference
A2 - Bailleiieul, John
A2 - Guo, Lei
PB - IEEE, Institute of Electrical and Electronics Engineers
CY - USA
ER -