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Controlled two-dimensional Markov chains between two absorbing barriers
Journal of Difference Equations and Applications ( IF 1.1 ) Pub Date : 2023-11-20 , DOI: 10.1080/10236198.2023.2284831
Mario Lefebvre 1
Affiliation  

Let (Xn,Yn) be a two-dimensional discrete-time controlled Markov chain. The problem of optimally controlling the chain until the sum Xn+Yn is equal to either of two constants is considered. The a...

中文翻译:

两个吸收势垒之间的受控二维马尔可夫链

令 (Xn,Yn) 为二维离散时间控制的马尔可夫链。考虑最优控制链直到 Xn+Yn 之和等于两个常数中的任何一个的问题。该...
更新日期:2023-11-20
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