Optimal control of markov chains admitting strong and weak interactions.
François DelebecqueJean-Pierre QuadratPublished in: Autom. (1981)
Keyphrases
- optimal control
- markov chain
- dynamic programming
- steady state
- control problems
- state space
- feedback control
- finite state
- transition probabilities
- monte carlo
- markov process
- markov model
- stochastic process
- infinite horizon
- control strategy
- optimal control problems
- random walk
- reinforcement learning
- markov processes
- transition matrix
- stationary distribution
- linear quadratic
- bayesian networks
- state dependent
- probabilistic automata