Title :
Markov decision problems with unbounded transition rates under discounted-cost performance criteria
Author :
Yin, Baoqun ; Li, Yanjie ; Dai, Guiping ; Zhang, Hu ; Xi, Hongsheng
Author_Institution :
Dept. of Autom., Univ. of Sci. & Technol. of China, China
Abstract :
We discuss the problems of discounted-cost performance optimization for a class of countable Markov control processes (CMCP) with (possibly) unbounded transition rates. The discounted Poisson equation is proposed for a CMCP, from which α-potential is defined. The optimality equation based on the α-potential is derived under the conditions weaker than those previously known.
Keywords :
Markov processes; Poisson equation; cost optimal control; decision theory; optimisation; Markov decision problems; alpha potential; countable Markov control processes; discounted Poisson equation; discounted cost performance optimization; optimality equation; unbounded transition rates; Automatic control; Automation; Infinite horizon; Markov processes; Optimization; Poisson equations; Process control; State-space methods; Steady-state;
Conference_Titel :
Intelligent Control and Automation, 2004. WCICA 2004. Fifth World Congress on
Print_ISBN :
0-7803-8273-0
DOI :
10.1109/WCICA.2004.1340592
