Control of jump-like processes in constrained problems (Q1914341)
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scientific article; zbMATH DE number 885272
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Control of jump-like processes in constrained problems |
scientific article; zbMATH DE number 885272 |
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Control of jump-like processes in constrained problems (English)
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12 June 1996
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A continuous time jump process control problem is extensively treated. The controls influence the intensity of the jumps, and a general criterion is minimized under inequality constraints. By making use of methods from convex programming a complete solution for the (Markov) problem is derived: existence problems, properties and methods for the development of optimal strategies are treated. An example is given with all details.
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jump process control
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convex programming
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0.9163569
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0.91551733
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0.91049814
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