摘要
讨论一类半Markov控制过程(SMCP)的折扣代价性能优化问题.通过引入一个矩阵,该矩阵可作为一个Markov过程的无穷小矩阵,对一个SMCP定义了折扣Poisson方程,并由这个方程定义了α 势.基于α 势,给出了由最优平稳策略所满足的最优性方程.最后给出一个求解最优平稳策略的迭代算法,并提供一个数值例子以表明该算法的应用.
The problems of discounted-cost performance optimization are discussed for a class of semi-Markov control processes (SMCP). A matrix is defined, which can be as the infinitesimal generator of a Markov process. The discounted Poisson equation is proposed for an SMCP by using this matrix, from which the α-potential is defined. Based on the α-potential, the optimality equation satisfied by the optimal stationary policy is given. Finally an iteration algorithm to find an optimal stationary policy is proposed, and a numerical example is provided to illustrate the application of the algorithm.
出处
《控制与决策》
EI
CSCD
北大核心
2004年第6期691-694,共4页
Control and Decision
基金
国家自然科学基金资助项目(60274012)
安徽省自然科学基金资助项目(01042308).
