Optimal impulsive control of piecewise deterministic Markov processes
From MaRDI portal
Publication:2833716
DOI10.1080/17442508.2016.1197925zbMath1356.90158OpenAlexW2515904005MaRDI QIDQ2833716
Masayuki Horiguchi, Aleksey B. Piunovskiy, François Dufour
Publication date: 25 November 2016
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2016.1197925
Continuous-time Markov processes on general state spaces (60J25) Markov and semi-Markov decision processes (90C40)
Related Items (6)
Simultaneous impulse and continuous control of a Markov chain in continuous time ⋮ Aggregated occupation measures and linear programming approach to constrained impulse control problems ⋮ Linear programming approach to optimal impulse control problems with functional constraints ⋮ On Reducing a Constrained Gradual-Impulsive Control Problem for a Jump Markov Model to a Model with Gradual Control Only ⋮ Optimal Impulse Control of Dynamical Systems ⋮ On the equivalence of the integral and differential Bellman equations in impulse control problems
This page was built for publication: Optimal impulsive control of piecewise deterministic Markov processes
