Accession Number : AD0706896

Title :   ACCELERATED PROCEDURES FOR THE SOLUTION OF DISCRETE MARKOV CONTROL PROBLEMS,

Corporate Author : BROWN UNIV PROVIDENCE R I DIV OF APPLIED MATHEMATICS

Personal Author(s) : Kushner,H. J. ; Kleinmen,A. J.

Report Date : MAY 1970

Pagination or Media Count : 25

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