Optimal control of stepwise processes with periodic characteristics

DOI10.1016/0021-8928(86)90051-1zbMath0618.93072OpenAlexW2026526663MaRDI QIDQ1089305

Aleksey B. Piunovskiy

Publication date: 1986

Published in: Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0021-8928(86)90051-1

zbMATH Keywords

optimality equationperiodic Markov control strategiesstepwise Markov process with periodic characteristics

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30)

Cites Work

• Synthesis of optimal stochastic control systems by the method of successive approximations
• Optimal control of stochastic systems with aftereffect
• A general markov decision method I: Model and techniques
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