Optimal control of Markov chains with constraints.
Boris M. MillerGregory B. MillerKonstantin V. SiemenikhinPublished in: CDC (2009)
Keyphrases
- optimal control
- markov chain
- steady state
- dynamic programming
- control strategy
- finite state
- markov process
- transition probabilities
- control problems
- state space
- markov model
- stationary distribution
- random walk
- monte carlo
- feedback control
- optimal control problems
- reinforcement learning
- infinite horizon
- stochastic process
- markov processes
- probabilistic automata
- constrained optimization
- transition matrix
- dynamical systems
- average cost
- mathematical model
- markov random field