- Tytuł:
- Discrete homing problems
- Autorzy:
-
Lefebvre, M.
Kounta, M - Powiązania:
- https://bibliotekanauki.pl/articles/964041.pdf
- Data publikacji:
- 2013
- Wydawca:
- Polska Akademia Nauk. Czytelnia Czasopism PAN
- Tematy:
-
optimal control
principle of optimality
absorption problems - Opis:
- We consider the so-called homing problem for discrete-time Markov chains. The aim is to optimally control the Markov chain until it hits a given boundary. Depending on a parameter in the cost function, the optimizer either wants to maximize or minimize the time spent by the controlled process in the continuation region. Particular problems are considered and solved explicitly. Both the optimal control and the value function are obtained.
- Źródło:
-
Archives of Control Sciences; 2013, 23, 1; 5-18
1230-2384 - Pojawia się w:
- Archives of Control Sciences
- Dostawca treści:
- Biblioteka Nauki
Artykuł