Accession Number:

AD0706896

Title:

ACCELERATED PROCEDURES FOR THE SOLUTION OF DISCRETE MARKOV CONTROL PROBLEMS,

Descriptive Note:

Corporate Author:

BROWN UNIV PROVIDENCE R I DIV OF APPLIED MATHEMATICS

Personal Author(s):

• Kushner,H. J.
• Kleinmen,A. J.

Report Date:

1970-05-01

Pagination or Media Count:

25.0

Abstract:

Accelerated procedures for computing optimal controls for a Markov chain model are discussed, and numerical results are presented. For the example, one of the methods described gave a 10 fold decrease in computation time over a more usual procedure of dynamic programming. Author

Descriptors:

• (*CONTROL SYSTEMS
• MATHEMATICAL MODELS)
• (*STOCHASTIC PROCESSES
• MATHEMATICAL PROGRAMMING)
• PROBABILITY
• DYNAMIC PROGRAMMING
• ITERATIONS
• APPROXIMATION(MATHEMATICS)
• ALGORITHMS
• NUMERICAL METHODS AND PROCEDURES

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE