Towards the optimal control of Markov chains with constraints

DOI10.1016/j.automatica.2010.06.003zbMath1201.93131OpenAlexW1974111631MaRDI QIDQ710696

D. Kharzeev

Publication date: 22 October 2010

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2010.06.003

zbMATH Keywords

optimal controlmaximum principleMarkov chainsconstraints

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Related Items (7)

Simultaneous impulse and continuous control of a Markov chain in continuous time ⋮ Constrained continuous-time Markov decision processes on the finite horizon ⋮ Control of \(M|M|1|N\) queue parameters under constraints ⋮ Using methods of stochastic control to prevent overloads in data transmission networks ⋮ Methods to design optimal control of Markov process with finite state set in the presence of constraints ⋮ Towards the optimal control of Markov chains with constraints ⋮ A STOCHASTIC CONTROL APPROACH TO BID-ASK PRICE MODELLING

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