Optimal control of observable continuous time Markov chains

Proceedings of the IEEE Conference on Decision and Control

Volumn , Issue , 2008, Pages 4269-4274

  Brockett, Roger ^a  

^a HARVARD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CONTINUOUS TIME SYSTEMS; LINEAR SYSTEMS; ORDINARY DIFFERENTIAL EQUATIONS;

CONTINUOUS TIME MARKOV CHAIN; FINITE HORIZONS; OPTIMAL CONTROLS; OPTIMAL FEEDBACK CONTROL LAW; QUADRATIC REGULATORS; RATE ADJUSTMENT; TIME VARYING; TRANSITION RATES;

MARKOV CHAINS;

EID: 62949199672     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2008.4738725     Document Type: Conference Paper

References (8)

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3. M.H.A. Davis, Markov Models and Optimization, Chapman and Hall, London, 1993.
4. Nanayaa Twum-Danso and Roger Brockett, "Trajectory Estimation from Place Cell Data," Neural Networks, vol. 14 (2001), pp. 835-844.
5. Roger W. Brockett, "Reduced Complexity Control Systems,", in Plenary Papers, Milestone Reports, & Slected Survey Papers, Myung Jin Chung and Pradeep Misra, Eds., 17th IFAC World Congress, Seoul Koera, 2008.
6. D. Bertsekas and J. Tsitsiklis, Neuro-Dynamic Programming, Athena Scientific, Belmont, MA, 1996.
7. Sutton, R. S. and Barto A. G. Reinforcement Learning: An Introduction, The MIT Press, Cambridge, MA, 1998.
8. Xi-Ren Cao, Stochastic Learning and Optimization, Springer Verlag, New York, 2007