Optimal control of a stochastic hybrid system with discounted cost (Q1301891)
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scientific article; zbMATH DE number 1334740
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of a stochastic hybrid system with discounted cost |
scientific article; zbMATH DE number 1334740 |
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Optimal control of a stochastic hybrid system with discounted cost (English)
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5 March 2003
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switching diffusions
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autonomous jumps
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impulsive jumps
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discounted cost
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stochastic hybrid system
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optimal control
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quasivariational inequalities
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dynamic programming
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