Optimal control of time-inhomogeneous Markov chains with application to dam management.
Daniel J. McInnesBoris M. MillerPublished in: AuCC (2013)
Keyphrases
- markov chain
- optimal control
- state space
- steady state
- dynamic programming
- finite state
- markov model
- markov process
- transition probabilities
- control problems
- random walk
- stationary distribution
- markov processes
- control strategy
- monte carlo
- stochastic process
- optimal control problems
- infinite horizon
- feedback control
- transition matrix
- reinforcement learning
- vector valued
- state dependent