DocumentCode
3281840
Title
Necessary conditions for optimality in the control of piecewise-deterministic Markov processes
Author
Davis, M.H.A.
Author_Institution
Dept. of Electr. Eng., Imperial Coll., London, UK
fYear
1989
fDate
13-15 Dec 1989
Firstpage
719
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1989., Proceedings of the 28th IEEE Conference on
Conference_Location
Tampa, FL
Type
conf
DOI
10.1109/CDC.1989.70211
Filename
70211
Link To Document