Discrete-time hybrid control in Borel spaces

DOI10.1007/s00245-018-9503-zzbMath1440.93146OpenAlexW2805327103WikidataQ129757245 ScholiaQ129757245MaRDI QIDQ1987330

Tomás Prieto-Rumeau, Héctor Jasso-Fuentes, José Luis Menaldi

Publication date: 14 April 2020

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://digitalcommons.wayne.edu/mathfrp/65

zbMATH Keywords

dynamic programmingMarkov decision processeshybrid control systems

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Production theory, theory of the firm (91B38) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Auctions, bargaining, bidding and selling, and other market models (91B26) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Impulsive control/observation systems (93C27)

Related Items (3)

A discrete-time optimal execution problem with market prices subject to random environments ⋮ Discrete-time switching control in random walks ⋮ Discrete-time control with non-constant discount factor

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