Title :
Asymptotic optimization of a linear differential system controlled by a Markov decision process
Author :
Altman, Eitan ; Gaitsgory, Vladimir A.
Author_Institution :
INRIA, Centre Sophia Antipolis, Valbonne, France
Abstract :
A hybrid stochastic control system and its underlying stochastic discrete-event system are considered. A suboptimal control policy is constructed
Keywords :
Markov processes; decision theory; differential equations; optimal control; optimisation; stochastic systems; Markov decision process; asymptotic optimisation; hybrid stochastic control system; linear differential system controlled; stochastic discrete-event system; suboptimal control policy; Control systems; Costs; Discrete event systems; Ear; History; Linearity; Optimal control; State-space methods; Stochastic systems; Vectors;
Conference_Titel :
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location :
Tucson, AZ
Print_ISBN :
0-7803-0872-7
DOI :
10.1109/CDC.1992.371412
