On the existence of optimal strategies in the control problem for a stochastic discrete time system with respect to the probability criterion.
Andrey I. KibzunAlexei N. IgnatovPublished in: Autom. Remote. Control. (2017)
Keyphrases
- optimal strategy
- monte carlo
- markov processes
- decision problems
- receding horizon
- control method
- probability distribution
- markov chain
- minimum description length principle
- finite state
- control policies
- discrete event
- expected cost
- data mining
- control strategy
- state transition
- optimal control problems
- chance constraints
- jump diffusion process
- stochastic control
- conditional entropy
- optimality criterion
- mathematical models
- optimal control
- feature selection