Optimal switching among a finite number of Markov processes

DOI10.1007/BF00934933zbMath0445.90093MaRDI QIDQ1145637

Bharat T. Doshi

Publication date: 1981

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

existenceMarkov decision processesquasi-variational inequalitiesunique solutionoptimal switchingstationary optimal policycontrolled one-dimensional diffusionoptimal discounted cost functionpolicy iteration method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Markov and semi-Markov decision processes (90C40)

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Optimal selection policy for a flexible manufacturing cell using optimal stochastic switching ⋮ A GI/M/1 queue with rest periods Jacob ⋮ Some models of queueing control with switchover ⋮ Optimal stochastic switching of some queueing networks ⋮ A representation theory for the impulse control of jump processes

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• [https://portal.mardi4nfdi.de/wiki/Publication:4162232 Contr�le de processus alternants et applications]
• Techniques probabilistes dans le contrôle impulsionnel
• Optimal control by means switchings

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