Decomposition of Systems Governed by Markov Chains.

Abstract

The paper applies the Dantzig-Wolfe decomposition technique to control systems governed by Markov chains, and the three usual types of costs: (a) the average cost attained until a target state is reached, (b) discounted cost, (c) average cost per unit time. Additional systems constraints are allowed. A technique for subdividing or essentially decomposing the problem is developed, and a Markov interpretation is given to each subsystem. The special significance, for this problem, of the extreme points and rays of the subproblem, is discussed. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1974
Accession Number
AD0777109

Entities

People

  • Ching-hui Chen
  • Harold J. Kushner

Organizations

  • Brown University

Tags

DTIC Thesaurus Topics

  • Chemical Reactions
  • Control Systems
  • Decomposition
  • Dissociation
  • Markov Chains
  • Markov Processes

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Graph Algorithms and Convex Optimization.
  • Operations Research