CONTROLLED MARKOV-CHAINS WITH CONSTRAINTS

被引：7
|
作者：
BORKAR, VS
机构：
[1] Department of Electrical Engineering, Indian Institute of Science, Bangalore
来源：
SADHANA-ACADEMY PROCEEDINGS IN ENGINEERING SCIENCES | 1990年 / 15卷
关键词：
CONTROLLED MARKOV CHAINS; ERGODIC CONTROL; CONTROL UNDER CONSTRAINTS; OPTIMAL STRATEGY; STATIONARY STRATEGY;
D O I：
10.1007/BF02811335
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
We consider the ergodic control of a Markov chain on a countable state space with a compact action space in presence of finitely many (say, m) ergodic constraints. Under a condition on the cost functions that penalizes instability, the existence of an optimal stable stationary strategy randomized at a maximum of m states is established using convex analytic arguments.
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页码：405 / 413
页数：9
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