Discount optimality throughout a set of parameters for one-dimensional transport processes

DOI10.1007/BF00531430zbMath0477.93079OpenAlexW2012658941MaRDI QIDQ3934272

Martin V. Day

Publication date: 1981

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00531430

zbMATH Keywords

bang-bang controldiscount optimalityone-dimensional linear transport process

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Transport processes in time-dependent statistical mechanics (82C70) Optimality conditions for problems involving randomness (49K45)

Cites Work

• Control of jump processes and applications
• Some stochastic processes which arise from a model of the motion of a bacterium
• Necessary and Sufficient Conditions for Optimal Control of Semi-Markov Jump Processes
• Unnamed Item

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