Asymptotic optimization of a linear-differential system controlled by a Markov decision-process

Eitan Altman, Vladimir Gaitsgory

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contributionpeer-review

Abstract

A hybrid stochastic control system and its underlying stochastic discrete-event system are considered. A suboptimal control policy is constructed.
Original languageEnglish
Title of host publicationProceedings of the 31st IEEE conference on decision and control
Place of PublicationPiscataway, NJ
PublisherInstitute of Electrical and Electronics Engineers (IEEE)
Pages2175-2176
Number of pages2
ISBN (Print)0780308727
DOIs
Publication statusPublished - 1992
Externally publishedYes
Event31ST IEEE CONF ON DECISION AND CONTROL - Tucson, United States
Duration: 16 Dec 199218 Dec 1992

Conference

Conference31ST IEEE CONF ON DECISION AND CONTROL
CountryUnited States
CityTucson
Period16/12/9218/12/92

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