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

Methods to design optimal control of Markov process with finite state set in the presence of constraints (Q544780)

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scientific article; zbMATH DE number 5908351
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English
Methods to design optimal control of Markov process with finite state set in the presence of constraints
scientific article; zbMATH DE number 5908351

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    Methods to design optimal control of Markov process with finite state set in the presence of constraints (English)
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    16 June 2011
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    optimal control of a nonuniform Markov process
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    finite state set over a fixed interval
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    inequality-like constraints
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    dynamic programming
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    convex programming
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