Displaying similar documents to “Discounted Markov control processes induced by deterministic systems”

Monotonicity of minimizers in optimization problems with applications to Markov control processes

Rosa M. Flores–Hernández, Raúl Montes-de-Oca (2007)

Kybernetika

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Firstly, in this paper there is considered a certain class of possibly unbounded optimization problems on Euclidean spaces, for which conditions that permit to obtain monotone minimizers are given. Secondly, the theory developed in the first part of the paper is applied to Markov control processes (MCPs) on real spaces with possibly unbounded cost function, and with possibly noncompact control sets, considering both the discounted and the average cost as optimality criterion. In the...

Deterministic optimal policies for Markov control processes with pathwise constraints

Armando F. Mendoza-Pérez, Onésimo Hernández-Lerma (2012)

Applicationes Mathematicae

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This paper deals with discrete-time Markov control processes in Borel spaces with unbounded rewards. Under suitable hypotheses, we show that a randomized stationary policy is optimal for a certain expected constrained problem (ECP) if and only if it is optimal for the corresponding pathwise constrained problem (pathwise CP). Moreover, we show that a certain parametric family of unconstrained optimality equations yields convergence properties that lead to an approximation scheme which...

On risk sensitive control of regular step Markov processes

Roman Sadowy (2001)

Applicationes Mathematicae

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Risk-sensitive control problem of regular step Markov processes is considered, firstly when the control parameters are changed at shift times and then in the general case.

Idempotent versions of Haar’s Lemma: links between comparison of discrete event systems with different state spaces and control

Mourad Ahmane, Laurent Truffet (2007)

Kybernetika

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Haar's Lemma (1918) deals with the algebraic characterization of the inclusion of polyhedral sets. This Lemma has been involved many times in automatic control of linear dynamical systems via positive invariance of polyhedrons. More recently, it has been used to characterize stochastic comparison w.r.t. linear/integral ordering of Markov (reward) chains. In this paper we develop a state space oriented approach to the control of Discrete Event Systems (DES) based on the remark that most...