Simulation-based optimization of Markov reward processes: implementation issues

Proceedings of the IEEE Conference on Decision and Control

Volumn 2, Issue , 1999, Pages 1769-1774

  Marbach, Peter ^a   Tsitsiklis, John N ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; MARKOV PROCESSES; MATRIX ALGEBRA; OPTIMIZATION; PROBABILITY; ROBUSTNESS (CONTROL SYSTEMS); STATE SPACE METHODS;

MARKOV REWARD PROCESSES; STOCHASTIC MATRIX; TRANSITION PROBABILITIES;

DISCRETE TIME CONTROL SYSTEMS;

EID: 0033331661     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (13)