DocumentCode :
802268
Title :
A Markovian reset problem
Author :
Kolesar, Peter
Author_Institution :
Columbia University, New York, NY, USA
Volume :
15
Issue :
1
fYear :
1970
fDate :
2/1/1970 12:00:00 AM
Firstpage :
53
Lastpage :
58
Abstract :
The optimal control of a system whose transitions through time are described by a finite state stationary Markov chain is studied. It is assumed that there are two boundary states which are to be avoided and a single calibration state to which the system is contolled by resetting. The determination of an optimal reset policy is formulated as an ordinary linear programming problem. It is shown that under certain symmetry and regularity conditions the optimal control rule has a simple and intuitive structure, while examples are given to show that relaxation of these conditions leads to the need for more complex control.
Keywords :
Markov processes; Optimal stochastic control; Stochastic optimal control; Calibration; Civil engineering; Control systems; Costs; Linear programming; NASA; Optimal control;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1970.1099364
Filename :
1099364
Link To Document :
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