𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Long-term average cost control problems for continuous time Markov processes: A survey

✍ Scribed by Maurice Robin

Publisher
Springer Netherlands
Year
1983
Tongue
English
Weight
787 KB
Volume
1
Category
Article
ISSN
0167-8019

No coin nor oath required. For personal study only.

✦ Synopsis

This paper addresses the long-term average cost control of continuous time Markov processes. A survey of problems and methods contained in various works is given for continuous control, optimal stopping, and impulse control.

πŸ“œ SIMILAR VOLUMES

Bayesian adaptive control of discrete-ti
Bayesian adaptive control of discrete-time Markov processes with long-run average cost
✍ G.B.Di Masi; Ł. Stettner πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 100 KB

A simple adaptive control strategy for discrete-time Markov processes with compact state, action and parameter spaces that guarantees near self-optimality is proposed. The approach used is based on randomization and the study of invariant measure of the joint state and Bayesian parameter estimator p

Exact computation of infimum for a class
Exact computation of infimum for a class of continuous-time H∞ optimal control problem with a nonzero direct feedthrough term from the disturbance input to the controlled output
✍ Ben M Chen πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 549 KB

A noniterative me~:hod for the computation of infimum for a class of continuous-time Ho~ optimal control problem is considered in this paper. The problem formulation is fairly general and does not place any restrictions on any direct feedthrough terms of' the given systems. The method is applicable