On optimal control of Markov chains with safety constraint.
Shun-Pin HsuAri ArapostathisRatnesh KumarPublished in: ACC (2006)
Keyphrases
- optimal control
- markov chain
- dynamic programming
- steady state
- finite state
- control problems
- state space
- feedback control
- monte carlo
- control strategy
- transition probabilities
- markov process
- markov model
- random walk
- reinforcement learning
- stationary distribution
- infinite horizon
- stochastic process
- markov processes
- probabilistic automata
- optimal control problems
- average cost
- linear quadratic
- genetic algorithm
- random numbers