Title :
Necessary conditions for optimality in the control of piecewise-deterministic Markov processes
Author_Institution :
Dept. of Electr. Eng., Imperial Coll., London, UK
Abstract :
Piecewise-deterministic processes (PDPs) consist of deterministic motion between random jumps. It is known that optimal control of a PDP can be formulated as a multistage markov decision problem in which the stages are the intervals between the jump times, and the decision at each stage is the control function in a deterministic optimal control problem. Necessary conditions for optimality are obtained by invoking maximum principles applicable to the latter problem
Keywords :
Markov processes; optimal control; deterministic motion; maximum principles; multistage markov decision problem; optimal control; optimality conditions; piecewise-deterministic Markov processes; random jumps; Automatic control; Dynamic programming; Educational institutions; Equations; Markov processes; Open loop systems; Optimal control; Process control; Random variables; Stochastic systems;
Conference_Titel :
Decision and Control, 1989., Proceedings of the 28th IEEE Conference on
Conference_Location :
Tampa, FL
DOI :
10.1109/CDC.1989.70211
