Accession Number:

AD0777109

Title:

Decomposition of Systems Governed by Markov Chains.

Descriptive Note:

Technical rept.,

Corporate Author:

BROWN UNIV PROVIDENCE R I CENTER FOR DYNAMICAL SYSTEMS

Personal Author(s):

• Kushner,Harold J.
• Chen,Ching-Hui

Report Date:

1974-01-01

Pagination or Media Count:

27.0

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

Descriptors:

• *Stochastic processes
• *Linear programming
• Decomposition
• Control theory
• Simplex method
• Algorithms

Subject Categories:

• Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE