Verification Theorems for Markov Decision Processes with Controlled Deterministic Drift and Gradual and Impulsive Controls

DOI10.1137/1134055zbMath0698.90088OpenAlexW1970438539MaRDI QIDQ3476629

Alexander A. Yushkevich

Publication date: 1989

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1134055

zbMATH Keywords

quasivariational inequalitiespiecewise deterministic processesdriftrandom jumpsaverage reward casegradual and impulsive actionstime-splitted random processes

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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