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 : JAN 1974

Pagination or Media Count : 27

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