Local Control of Markovian Processes of Interaction on a Graph with a Compact Set of States

  • Authors:

  • G. Daduna;P. S. Knopov;R. K. Chornei

  • Affiliations:

  • Hamburg University, Hamburg, Germany;Cybernetics Institute, National Academy of Sciences of Ukraine, Kiev, Ukraine;Cybernetics Institute, National Academy of Sciences of Ukraine, Kiev, Ukraine

  • Venue:
  • Cybernetics and Systems Analysis
  • Year:
  • 2001

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Abstract

Discrete-time Markovian processes with a multidimensional compact state space are considered, where coordinate processes are locally interacting and change their states synchronously. Conditions are given which guarantee that in the class of local randomized strategies there exist deterministic stationary Markovian strategies which maximize asymptotic average expected rewards. If a reward structure is separable, these strategies are even globally optimal.