Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes
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Publication:2810984
DOI10.1137/140996380zbMath1338.90444OpenAlexW2412543164MaRDI QIDQ2810984
Aleksey B. Piunovskiy, Oswaldo L. V. Costa, François Dufour
Publication date: 7 June 2016
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/c496b2b0784fe6c7eed35844c7171e400f23957e
continuous controlcontinuous-time Markov decision processpiecewisediscounted costdeterministic Markov processunconstrained/constrained control problem
Continuous-time Markov processes on general state spaces (60J25) Markov and semi-Markov decision processes (90C40)
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Adaptive Tracking Control of Hybrid Switching Markovian Systems with Its Applications ⋮ Optimal Control of Piecewise Deterministic Markov Processes ⋮ On Some Ergodic Impulse Control Problems with Constraint ⋮ First passage risk probability minimization for piecewise deterministic Markov decision processes ⋮ Optimal Control of Continuous-Time Markov Chains with Noise-Free Observation ⋮ Finite-horizon piecewise deterministic Markov decision processes with unbounded transition rates ⋮ Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes ⋮ Zero-sum infinite-horizon discounted piecewise deterministic Markov games ⋮ Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation ⋮ Finite-time optimal control for Markov jump systems with singular perturbation and hard constraints ⋮ Adaptive discounted control for piecewise deterministic Markov processes ⋮ A decentralized algorithm for a mean field control problem of piecewise deterministic Markov processes ⋮ Multiconstrained Finite-Horizon Piecewise Deterministic Markov Decision Processes with Unbounded Transition Rates ⋮ Controlling IL-7 injections in HIV-infected patients ⋮ Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes ⋮ Risk-sensitive finite-horizon piecewise deterministic Markov decision processes
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