Optimal time substitution in a control process

DOI10.1007/S10513-005-0166-2zbMath1114.93100OpenAlexW2037312239MaRDI QIDQ2577207

B. P. Kharlamov

Publication date: 19 December 2005

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10513-005-0166-2

zbMATH Keywords

stopping timeMarkov processdistribution functionoptimalrelay controltime substitution control

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic systems in control theory (general) (93E03) Optimal stopping in statistics (62L15)

Cites Work

• On the worst-case distribution in stochastic optimization problems with probability function
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