Estimation and Optimal Control for Constrained Markov Chains

Estimation and optimal control for constrained Markov chains

The (optimal) design of many engineering systems can be adequately recast as a Markov decision process, where requirements on system performance are ...

(PDF) Estimation and optimal control for constrained Markov chains

Based on the difference formula, we show that the long-run average total cost is monotone in the service rate and the optimal control is a bang-bang control. We ...

Estimation and optimal control for constrained Markov chains

ABSTRACT. The (optimal) design of many engineering systems can be adequately recast as a Markov decision process, where requirements on system per-.

Estimation and Optimal Control for Constrained Markov Chains - DTIC

Public reporting burden for the collection of information is estimated to average 1 hour per response, including the time for reviewing instructions, ...

ESTIMATION AND OPTIMAL CONTROL FOR CONSTRAINED ...

The (optimal) design of many engineering systems can be adequately recast as a Markov decision process, where requirements on system performance are ...

Estimation and Optimal Control for Constrained Markov Chains

Estimation and Optimal Control for Constrained Markov Chains by D.-j. Ma, A. Makowski, A. Shwartz. Full text available on Amanote Research.

Self Learning Control of Constrained Markov Chains – A Gradient ...

It should be evident from this formulation that the optimal control problem de- ... Hidden Markov Model parameter estimation through the use of spherical ...

Towards the optimal control of Markov chains with constraints

An optimal control problem with constraints is considered on a finite interval for a non-stationary Markov chain with a finite state space.

Controlled Markov chains with constraints | Sādhanā - SpringerLink

Under a condition on the cost functions that penalizes instability, the existence of an optimal stable stationary strategy randomized at a maximum ofm states is ...

Towards the Control of Markov Chains with Constraints

These results lead to the separation principle in joint estimation and stochastic control problems (Ceci and Mazliak. 2004), (Davis 1993) and to the development ...

Estimation of Markov Chain via Rank-Constrained Likelihood

We further provide a minimax lower bound to show that the proposed estimator is near rate-optimal within a class of low-rank Markov chains. A related recent ...

Optimal control of Markov chains with constraints - ResearchGate

A problem of optimal control of Markov chain with finite state space is considered. We consider a non-stationary finite horizon problem with constraints, ...

CONSTRAINED MARKOV DECISION PROCESSES - Inria

programming is an efficient tool for solving non-constrained optimal control ... in constrained control of Markov chains', ZOR – Methods and Models in.

Optimal policies for controlled Markov chains with a constraint

The time average reward for a discrete-time controlled Markov process subject to a time-average cost constraint is maximized over the class of al causal ...

Optimal Control of Continuous-Time Markov Chains with Noise-Free ...

We consider an infinite horizon optimal control problem for a continuous-time Markov chain X in a finite set I with noise-free partial observation.

(PDF) Self learning control of constrained Markov chains - a gradient ...

We present constrained stochastic approximation algorithms for computing the locally optimal policy of a constrained average cost finite state Markov decision ...

Robust Statistic Estimation in Constrained Optimal Control Problems ...

We consider a dynamic system governed by a diffusion process with multiple modes that depends on an unknown parameter. ... Finally, we develop a numerical example ...

Constrained Discounted Markov Decision Chains | Cambridge Core

A Markov decision chain with countable state space incurs two types of costs: an operating cost and a holding cost. The objective is to minimize the ...

Approximating Markov Chain Approach to Optimal Feedback ...

Figure 2 shows the optimal control policy for the deterministic system that is, in fact, treated by the probabilistic approach (approximating Markov chain) ...

Brief paper: Towards the optimal control of Markov chains with ...

References · [1]. Constrained Markov decision processes. · [2]. Convexity and optimization in Rn. · [3]. Optimal thinning of a point processes. · [4]. Markov models ...