Controlled Markov absorption processes

Authors
Ibragimov, AA
Citation
Aa. Ibragimov, Controlled Markov absorption processes, AUT REMOT R, 60(12), 1999, pp. 1739-1746
Citations number
6
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
AUTOMATION AND REMOTE CONTROL
ISSN journal
00051179 → ACNP
Volume
60
Issue
12
Year of publication
1999
Part
2
Pages
1739 - 1746
Database
ISI
SICI code
0005-1179(199912)60:12<1739:CMAP>2.0.ZU;2-N
Abstract
Controlled Markov chains with absorption and finite state and control space s are studied through the contracted mapping principle. Special contraction transformations are constructed and used to design effective iteration alg orithms for determining strategies at an infinite horizon.