Towards the optimal control of Markov chains with constraints.
Boris M. MillerGregory B. MillerKonstantin V. SiemenikhinPublished in: Autom. (2010)
Keyphrases
- optimal control
- markov chain
- steady state
- dynamic programming
- feedback control
- state space
- monte carlo
- control problems
- transition probabilities
- control strategy
- finite state
- markov process
- markov processes
- stationary distribution
- markov model
- reinforcement learning
- random walk
- stochastic process
- infinite horizon
- constrained optimization
- transition matrix
- probabilistic automata
- optimal control problems
- linear constraints
- real time
- average cost
- mathematical model
- random numbers