Continuous Time Control of Markov Processes on an Arbitrary State Space.

Abstract

This dissertation studies the problem of the control of Markov processes with continuous time parameter and arbitrary state space. The economic criteria used are (a) the expected discounted return over an infinite horizon and (b) the expected average return over an infinite horizon. An extensive theory is available to treat the control problems in which either the time parameter or the state space is discrete. This dissertation extends the available theory to the general case of continuous time parameter and arbitrary state space. An application to the control of the arrival process in an M/G/1 queue is included. (Modified author abstract)

Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1974
Accession Number
ADA000552

Entities

People

  • Bharat T. Doshi

Organizations

  • University of Wisconsin–Madison

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Markov Processes
  • Mathematics
  • Theses

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.

Technology Areas

  • Space
  • Space - Orbital Debris
  • Space - Spacecraft Maneuvers