Optimality conditions for impulsive control of piecewise-deterministic processes

DOI10.1007/BF01215846zbMath0863.49015MaRDI QIDQ1190824

Dariusz Gątarek

Publication date: 27 September 1992

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

zbMATH Keywords

variational inequalitiesoptimality conditionsquasivariational inequalitiesimpulsive controlpiecewise-deterministic processes

Mathematics Subject Classification ID

Variational inequalities (49J40) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Related Items (12)

Impulsive control of piecewise-deterministic processes with long run average cost ⋮ Gradual-Impulsive Control for Continuous-Time Markov Decision Processes with Total Undiscounted Costs and Constraints: Linear Programming Approach via a Reduction Method ⋮ Numerical method for impulse control of piecewise deterministic Markov processes ⋮ Change-point detection for piecewise deterministic Markov processes ⋮ Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility ⋮ Optimal strategies for impulse control of piecewise deterministic Markov processes ⋮ Abel-type results for controlled piecewise deterministic Markov processes ⋮ Filtering of continuous-time Markov chains with noise-free observation and applications ⋮ An impulse control problem of a production model with interruptions to follow stochastic demand ⋮ Inventory management with partially observed nonstationary demand ⋮ On Reducing a Constrained Gradual-Impulsive Control Problem for a Jump Markov Model to a Model with Gradual Control Only ⋮ Asymptotic Control for a Class of Piecewise Deterministic Markov Processes Associated to Temperate Viruses

Cites Work

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