个人信息Personal Information
教授
博士生导师
硕士生导师
性别:男
毕业院校:东北大学
学位:博士
所在单位:控制科学与工程学院
学科:控制理论与控制工程. 系统工程
办公地点:电信学部大黑楼A0612房间
联系方式:Tel:0411-84707580
电子邮箱:wangwei@dlut.edu.cn
Finite convergence of value iteration algorithm for discounted infinite horizon optimal control of stochastic logical systems
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论文类型:会议论文
发表时间:2016-07-27
收录刊物:EI、Scopus
卷号:2016-August
页面范围:216-222
摘要:This paper investigates the discounted infinite horizon optimal control problem for the stochastic multi-valued logical dynamical systems with finite states. After giving the equivalent descriptions of the stochastic logical dynamical system in terms of Markov decision process, the infinite horizon optimization problem is presented in an algebraic form. Based on the semi-tensor product of matrices and the increasing-dimension technique, it is proved that the optimal stationary policy is obtained by a finite horizon value iteration process, and an exact horizon length estimation for the finite horizon approach is derived. As an application, the optimization problem of Human-machine game is investigated. ? 2016 TCCT.