Title :
Optimal control of Markovian jump processes
Author :
Boel, R. ; Varaiya, P.
Author_Institution :
University of California, Berkeley, California
Abstract :
Those optimality conditions in [17] which pertain to the control of Markovian jump processes are presented. These conditions are justified in an intuitive manner. A fairly comprehensive list of references is appended.
Keywords :
Computer displays; Control systems; Cost function; Guidelines; Laboratories; Markov processes; Optimal control; Process control; Stochastic processes; Stochastic systems;
Conference_Titel :
Decision and Control including the 14th Symposium on Adaptive Processes, 1975 IEEE Conference on
Conference_Location :
Houston, TX, USA
DOI :
10.1109/CDC.1975.270667