On a functional differential equation that arises in a Markov control problem

DOI10.1016/0022-0396(78)90136-5zbMath0369.34030OpenAlexW2049716969MaRDI QIDQ1243841

Stanley R. Pliska

Publication date: 1978

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0396(78)90136-5

Mathematics Subject Classification ID

Optimal stochastic control (93E20) General theory of functional-differential equations (34K05)

Related Items (3)

On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance ⋮ Optimal control of a one-dimensional storage process ⋮ On continuous-time discounted stochastic dynamic programming

Cites Work

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• A local time for a storage process
• An M/G/1 Queue With a Hybrid Discipline
• The Stationary Distribution and First Exit Probabilities of a Storage Process with General Release Rule
• A theory of dams with continuous input and a general release rule
• A stochastic integral in storage theory
• Optimal service-rate selection in an $M| G |\hat 1$Queue
• Functional differential equations

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