Email this article Optimal control of the two-state Markov process in discrete time
- Authors: Bondarenko A.V.1,2, Mironov M.A.1
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Affiliations:
- State Research Institute of Aviation Systems (State Scientific Center of Russian Federation)
- Moscow Institute of Physics and Technology (State University)
- Issue: Vol 56, No 1 (2017)
- Pages: 87-95
- Section: Control in Stochastic Systems and Under Uncertainty Conditions
- URL: https://journals.rcsi.science/1064-2307/article/view/219801
- DOI: https://doi.org/10.1134/S106423071701004X
- ID: 219801
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Abstract
Using the control problem of a two-state Markov process in discrete time as an example, we consider the basic stages concerning the application of theory of conditional Markov processes to synthesize optimal algorithms of the control of stochastic systems. It is assumed that the control changes the statistical properties of the states of a controlled plant. The numerical method for solving the problem and the results of solving particular example are presented. The special features of the solution of this problem compared to the well-known problem in continuous time are discussed.
About the authors
A. V. Bondarenko
State Research Institute of Aviation Systems (State Scientific Center of Russian Federation); Moscow Institute of Physics and Technology (State University)
Author for correspondence.
Email: mma1943@mail.ru
Russian Federation, Moscow, 125319; Dolgoprudnyi, Moscow oblast, 141700
M. A. Mironov
State Research Institute of Aviation Systems (State Scientific Center of Russian Federation)
Email: mma1943@mail.ru
Russian Federation, Moscow, 125319
