Optimal control problem regularization for the Markov process with finite number of states and constraints.
Boris M. MillerGregory B. MillerKonstantin V. SemenikhinPublished in: Autom. Remote. Control. (2016)
Keyphrases
- finite number
- optimal control
- markov process
- average cost
- stationary distribution
- initial state
- markov chain
- transition probabilities
- stochastic process
- markov processes
- dynamic programming
- optimal control problems
- infinite horizon
- control strategy
- convex sets
- reinforcement learning
- markov models
- special case
- stochastic processes
- constrained optimization
- linear programming
- objective function