We consider a decision making framework for a dam modelled by a controllable time- inhomogeneous Markov chain with a compound Poisson process as an input, which …
The optimal control problem is considered for a system given by the Markov chain with integral constraints. It is shown that the solution to the optimal control problem on the set of …
We consider continuous and impulse control of a Markov chain (MC) with a finite set of states in continuous time. Continuous control determines the intensity of transitions between …
For a controlled system of coupled Markov chains, which share common control parameters, a tensor description is proposed. A control optimality condition in the form of a dynamic …
Рассмотрена задача оптимального управления системой, описываемой управляемой марковской цепью с интегральными ограничениями. Показано, что в данной задаче …
АБ Миллер, БМ Миллер, КВ Степанян - Автоматика и телемеханика, 2020 - mathnet.ru
Рассматривается непрерывное и импульсное управление марковской цепью (МЦ) с конечным множеством состояний в непрерывном времени. Непрерывное управление …
Optimization over Markov chains is a popular topic, since Markov chains can be used to model several important systems, such as telecommunications, railways or dams. However …