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

DOI10.1134/S000511791102010XzbMath1231.93118OpenAlexW2012020798MaRDI QIDQ544780

Yong-Cai Geng, Sumit K. Garg

Publication date: 16 June 2011

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s000511791102010x

zbMATH Keywords

dynamic programmingconvex programmingfinite state set over a fixed intervalinequality-like constraintsoptimal control of a nonuniform Markov process

Mathematics Subject Classification ID

Convex programming (90C25) Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20) Duality theory (optimization) (49N15)

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Analysis and optimization of a controlled model for a closed queueing network ⋮ Simultaneous impulse and continuous control of a Markov chain in continuous time ⋮ Optimal channel choice for lossy data flow transmission ⋮ Stabilization and tracking of the trajectory of a linear system with jump drift ⋮ A “direct” method to prove the generalized Itô–Venttsel’ formula for a generalized stochastic differential equation ⋮ Control and observation for dynamical queueing networks. I ⋮ Control of \(M|M|1|N\) queue parameters under constraints ⋮ Optimal control problem regularization for the Markov process with finite number of states and constraints ⋮ A STOCHASTIC CONTROL APPROACH TO BID-ASK PRICE MODELLING

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