%0 Journal Article
%T AN OPTIMAL POLICY FOR CONTROLLING THE CONTROLLABLE MARKOV CHAINS<br>可控碼尔可夫鏈的一种最优决策
%A WU CHANG-PU
%A <br>吳滄浦
%J 自动化学报
%D 1964
%I 
%X This paper is concerned with one type of the optimal Markov controlled systems. The controlled system is described by a Markov chain whose statistical property depends on the sequence of decisions that we call a policy. There exists an objective state with the property that once the system reaches this state, it remains unchanged forever. Our purpose is to choose a policy which maximizes all the probabilities that the system ever reaches this objective state from every initial state. First we give a policy-iteration method for obtaining an optimal policy over the set of stable policies. We then prove such a policy is also optimal over the set containing both stable and unstable policies.
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=E76622685B64B2AA896A7F777B64EB3A&aid=67726B413C8002C50DAD6CDDB4F7DE88&yid=29B68C6EE36B014B&vid=0B39A22176CE99FB&iid=38B194292C032A66&sid=A020552C37306588&eid=E2546871E5B846EF&journal_id=0254-4156&journal_name=自动化学报&referenced_num=0&reference_num=0