On an Approximation of Average Cost per Unit Time Impulse Control of Markov Processes.
Lukasz StettnerPublished in: SIAM J. Control. Optim. (2022)
Keyphrases
- markov processes
- average cost
- optimal control
- markov chain
- control policy
- long run
- finite state
- markov process
- finite number
- markov decision processes
- control system
- continuous time bayesian networks
- stochastic processes
- non stationary
- markov decision chains
- optimal policy
- continuous time markov chains
- infinite horizon
- random fields
- control strategy
- linear programming
- queueing networks
- pairwise