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.

引用

页码：405 / 413

页数：9

共 12 条

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