Daniel McInnes
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View article: Towards Tensor Representation of Controlled Coupled Markov Chains
Towards Tensor Representation of Controlled Coupled Markov Chains Open
For a controlled system of coupled Markov chains, which share common control parameters, a tensor description is proposed. A control optimality condition in the form of a dynamic programming equation is derived in tensor form. This conditi…
View article: Optimization of controlled Markov chains with application to dam management
Optimization of controlled Markov chains with application to dam management Open
Continuous-time Controlled Markov Chains are a useful model for many processes where it is necessary to alter the future behavior of the chain in a probabilistic way based on the current state. This project examines the techniques required…