Now showing items 1-5 of 5
Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
This work is a survey of the average cost control problem for discrete-time Markov processes. We have attempted to put together a comprehensive account of the considerable research on this problem over the past three ...
Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems
A Controlled switching diffusion model is developed to study the hierarchical control of flexible manufacturing systems. The existence of a homogeneous Markov nonrandomized optimal policy is established by a convex analytic ...
Ergodic Control of Switching Diffusions
We study the ergodic control problem of switching diffusions representing a typical hybrid system that arises in numerous applications such as fault tolerant control systems, flexible manufacturing systems, etc. Under ...
A Note on an LQG Regulator with Markovian Switching and Pathwise Average Cost
We study a linear system with a Markovian switching parameter perturbed by white noise. The cost function is quadratic. Under certain conditions, we find a linear feedback control which is almost surely optimal for the ...
Analysis of an Adaptive Control Scheme for a Partially Observed Controlled Markov Chain
We consider an adaptive finite state controlled Markov chain with partial state information, motivated by a class of replacement problems. We present parameter estimation techniques based on the information available after ...