Quality control for Markov chains and free boundary problems
نویسندگان
چکیده
منابع مشابه
Reachability problems for Markov chains
We consider the following decision problem: given a finite Markov chain with distinguished source and target states, and given a rational number r, does there exist an integer n such that the probability to reach the target from the source in n steps is r? This problem, which is not known to be decidable, lies at the heart of many model checking questions on Markov chains. We provide evidence o...
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2. We wish to optimize system performance over all possible controls / policies, leading to an “infinite dimensional” optimization problem (e.g. we wish to optimize the behavior of a system fed by n different classes of customers; at each slot of time, the server needs to select which customer class to server next. In an infinite time horizon formation, there is an infinite sequence of decision...
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ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 1978
ISSN: 0002-9947
DOI: 10.1090/s0002-9947-1978-0515530-4