Impulsive and continuously acting control of jump processes-time discretization

DOI10.1080/17442509108833716zbMath0739.60076OpenAlexW2030713144WikidataQ126241741 ScholiaQ126241741MaRDI QIDQ3986627

Hans-Joachim Plum

Publication date: 27 June 1992

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509108833716

zbMATH Keywords

optimal value functionoptimal Markov policiescontrolled Markovian jump processesextension of discrete time policies

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Reliability, availability, maintenance, inspection in operations research (90B25) Inventory, storage, reservoirs (90B05) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Related Items (3)

Gradual-Impulsive Control for Continuous-Time Markov Decision Processes with Total Undiscounted Costs and Constraints: Linear Programming Approach via a Reduction Method ⋮ On Reducing a Constrained Gradual-Impulsive Control Problem for a Jump Markov Model to a Model with Gradual Control Only ⋮ Unnamed Item

This page was built for publication: Impulsive and continuously acting control of jump processes-time discretization