A computational study of optimal control of Markov jump systems

DOI10.1016/j.jfranklin.2022.03.013zbMath1489.93136OpenAlexW4221058190MaRDI QIDQ2137131

Qun Lin, Yanyan Yin, Liqiang Jin, R. C. Loxton, Kok Lay Teo

Publication date: 16 May 2022

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2022.03.013

zbMATH Keywords

Markov jump systemsgradient-based optimizationtochastic optimal control

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Optimal stochastic control (93E20) Computational methods for problems pertaining to systems and control theory (93-08)

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