A Markov model for the stochastic optimal control of a solar powered car (Q2735087)

In a solar powered car, the solar radiation is modelled as a continuous Markovian process. The Bellman principle is used to obtain the optimal control policy which maximises the expected value of the total distance to be travelled by the car on the remaining race days. The optimal controls are defined by a recursive equation which provides a much more effective calculation than a direct search for the solution of the Bellman equation, and some properties (uniqueness, differentiability, bounds) are derived. An illustrative simple example is given.NEWLINENEWLINEFor the entire collection see [Zbl 0962.00004].