PHASE TRANSITIONS FOR CONTROLLED MARKOV CHAINS ON INFINITE GRAPHS

被引：1
作者：
Ichihara, Naoyuki [1 ]
机构：
[1] Aoyama Gakuin Univ, Dept Math & Phys, Chuo Ku, 5-10-1 Fuchinobe, Sagamihara, Kanagawa 2525258, Japan
来源：
SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 2016年 / 54卷 / 02期
关键词：
phase transition; controlled Markov chain; long-run average cost; optimality equation;
D O I：
10.1137/140998202
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper is concerned with some long-run average cost problems for controlled Markov chains with a denumerable state space. The criterion to be optimized contains both reward and penalty functions. As a trade-off between reward and penalty, we observe certain phase transition phenomena. Our results also provide a stochastic optimal control interpretation for phase transitions of discrete homopolymers with finite attracting potentials.
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收藏
页码：450 / 474
页数：25
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