کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1713765 1013248 2011 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Maximizing the probability of attaining a target prior to extinction
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
Maximizing the probability of attaining a target prior to extinction
چکیده انگلیسی

We present a dynamic programming-based solution to the problem of maximizing the probability of attaining a target set before hitting a cemetery set for a discrete-time Markov control process. Under mild hypotheses we establish that there exists a deterministic stationary policy that achieves the maximum value of this probability. We demonstrate how the maximization of this probability can be computed through the maximization of an expected total reward until the first hitting time to either the target or the cemetery set. Martingale characterizations of thrifty, equalizing, and optimal policies in the context of our problem are also established.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Nonlinear Analysis: Hybrid Systems - Volume 5, Issue 2, May 2011, Pages 367–381
نویسندگان
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