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

Eitan Altman; Vladimir Gaitsgory

doi:10.1109/CDC.1992.371412

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

Research output: Chapter in Book/Report/Conference proceeding › Conference proceeding contribution › peer-review

Abstract

A hybrid stochastic control system and its underlying stochastic discrete-event system are considered. A suboptimal control policy is constructed.

Original language	English
Title of host publication	Proceedings of the 31st IEEE conference on decision and control
Place of Publication	Piscataway, NJ
Publisher	Institute of Electrical and Electronics Engineers (IEEE)
Pages	2175-2176
Number of pages	2
ISBN (Print)	0780308727
DOIs	https://doi.org/10.1109/CDC.1992.371412
Publication status	Published - 1992
Externally published	Yes
Event	31ST IEEE CONF ON DECISION AND CONTROL - Tucson, United States Duration: 16 Dec 1992 → 18 Dec 1992

Conference

Conference	31ST IEEE CONF ON DECISION AND CONTROL
Country/Territory	United States
City	Tucson
Period	16/12/92 → 18/12/92

Access to Document

10.1109/CDC.1992.371412

Cite this

@inproceedings{1f28e8f308ed43b688879f1298699fe0,

title = "Asymptotic optimization of a linear-differential system controlled by a Markov decision-process",

abstract = "A hybrid stochastic control system and its underlying stochastic discrete-event system are considered. A suboptimal control policy is constructed.",

author = "Eitan Altman and Vladimir Gaitsgory",

year = "1992",

doi = "10.1109/CDC.1992.371412",

language = "English",

isbn = "0780308727",

pages = "2175--2176",

booktitle = "Proceedings of the 31st IEEE conference on decision and control",

publisher = "Institute of Electrical and Electronics Engineers (IEEE)",

address = "United States",

note = "31ST IEEE CONF ON DECISION AND CONTROL ; Conference date: 16-12-1992 Through 18-12-1992",

}

Altman, E & Gaitsgory, V 1992, Asymptotic optimization of a linear-differential system controlled by a Markov decision-process. in Proceedings of the 31st IEEE conference on decision and control., TP2 - 17:20, Institute of Electrical and Electronics Engineers (IEEE), Piscataway, NJ, pp. 2175-2176, 31ST IEEE CONF ON DECISION AND CONTROL, Tucson, Arizona, United States, 16/12/92. https://doi.org/10.1109/CDC.1992.371412

Asymptotic optimization of a linear-differential system controlled by a Markov decision-process. / Altman, Eitan; Gaitsgory, Vladimir.
Proceedings of the 31st IEEE conference on decision and control. Piscataway, NJ: Institute of Electrical and Electronics Engineers (IEEE), 1992. p. 2175-2176 TP2 - 17:20.

Research output: Chapter in Book/Report/Conference proceeding › Conference proceeding contribution › peer-review

TY - GEN

T1 - Asymptotic optimization of a linear-differential system controlled by a Markov decision-process

AU - Altman, Eitan

AU - Gaitsgory, Vladimir

PY - 1992

Y1 - 1992

N2 - A hybrid stochastic control system and its underlying stochastic discrete-event system are considered. A suboptimal control policy is constructed.

AB - A hybrid stochastic control system and its underlying stochastic discrete-event system are considered. A suboptimal control policy is constructed.

U2 - 10.1109/CDC.1992.371412

DO - 10.1109/CDC.1992.371412

M3 - Conference proceeding contribution

SN - 0780308727

SP - 2175

EP - 2176

BT - Proceedings of the 31st IEEE conference on decision and control

PB - Institute of Electrical and Electronics Engineers (IEEE)

CY - Piscataway, NJ

T2 - 31ST IEEE CONF ON DECISION AND CONTROL

Y2 - 16 December 1992 through 18 December 1992

ER -

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

Abstract

Conference

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