DocumentCode
2411135
Title
Asymptotic optimization of a linear differential system controlled by a Markov decision process
Author
Altman, Eitan ; Gaitsgory, Vladimir A.
Author_Institution
INRIA, Centre Sophia Antipolis, Valbonne, France
fYear
1992
fDate
1992
Firstpage
2175
Abstract
A hybrid stochastic control system and its underlying stochastic discrete-event system are considered. A suboptimal control policy is constructed
Keywords
Markov processes; decision theory; differential equations; optimal control; optimisation; stochastic systems; Markov decision process; asymptotic optimisation; hybrid stochastic control system; linear differential system controlled; stochastic discrete-event system; suboptimal control policy; Control systems; Costs; Discrete event systems; Ear; History; Linearity; Optimal control; State-space methods; Stochastic systems; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location
Tucson, AZ
Print_ISBN
0-7803-0872-7
Type
conf
DOI
10.1109/CDC.1992.371412
Filename
371412
Link To Document