• DocumentCode
    805494
  • Title

    Accelerated procedures for the solution of discrete Markov control problems

  • Author

    Kushner, H.

  • Author_Institution
    Brown University, Providence, RI, USA
  • Volume
    16
  • Issue
    2
  • fYear
    1971
  • fDate
    4/1/1971 12:00:00 AM
  • Firstpage
    147
  • Lastpage
    152
  • Abstract
    Accelerated procedures for computing optimal controls for a Markov chain model are discussed and numerical results are presented. For the example, one of the methods described gave a ten-fold decrease in computation time over a more usual procedure of dynamic programming.
  • Keywords
    Markov processes; Numerical methods; Optimal control; Optimal stochastic control; Stochastic optimal control; Acceleration; Cost function; Distributed computing; Dynamic programming; Finite difference methods; Military computing; Nonlinear equations; Operations research; Optimal control; State-space methods;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1971.1099667
  • Filename
    1099667
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=805494