Журнал «Современная Наука»

Russian (CIS)English (United Kingdom)
 MOSCOW +7(495)-142-86-81

Optimal control with a finite Markov chain and a fuzzy given probability measure

Karmanov A.   (Gubkin Russian State University of Oil and Gas (National Research University))

Popadko V.   (Gubkin Russian State University of Oil and Gas (National Research University))

The article poses the problem of controlling a homogeneous Markov chain, which is often found in applications, under conditions when the probability measure on the trajectory space of this chain is not clearly defined, i.e. the measure is an unknown element of some certain set of probability measures. In this case, the problem of optimal control with such Markov chain with a guaranteed income functional and maximum guaranteed income optimality criterion is formulated. An iterative procedure for solving the problem is given.

Keywords:homogeneous finite Markov chain with income controlled finite Markov chain, Cesiaro limit of the stochastic matrix, the Markov chain optimal control with income.
 

Read the full article …

Citation link:
Karmanov A. , Popadko V. Optimal control with a finite Markov chain and a fuzzy given probability measure // Современная наука: актуальные проблемы теории и практики. Серия: Естественные и Технические Науки. -2019. -№03-2. -С. 62-66
LEGAL INFORMATION:
Reproduction of materials is permitted only for non-commercial purposes with reference to the original publication. Protected by the laws of the Russian Federation. Any violations of the law are prosecuted.
© ООО "Научные технологии"

Terms Publications

Issues of the journals (Archive)

ECONOMICS AND LAW
HUMANITIES
NATURAL AND TECHNICAL SCIENCES
COGNITION

Серия - Natural and Technical Sciences