Abstract
The stochastic logical control dynamical system with finite state is considered. After giving two equivalent descriptions of stochastic logical dynamical system: in term of discrete-time evolution equation and in term of Markov process, the infinite horizon optimization problem is presented in an algebraic form. Based on semi-tensor product of matrix and the increasing dimensional technique, we establish a succinct matrix expression of dynamic programming and Bellman's equation for the optimal control problem.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
