Impulse and continuous control of piecewise deterministic Markov processes
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Publication:4504923
DOI10.1080/17442500008834246zbMath1145.90461OpenAlexW2007831653MaRDI QIDQ4504923
C. A. B. Raymundo, Oswaldo L. V. Costa
Publication date: 20 March 2001
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442500008834246
Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)
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Exploration and exhaustibility in dynamic Cournot games ⋮ Gradual-Impulsive Control for Continuous-Time Markov Decision Processes with Total Undiscounted Costs and Constraints: Linear Programming Approach via a Reduction Method ⋮ Optimal Control of Partially Observable Piecewise Deterministic Markov Processes ⋮ On Reducing a Constrained Gradual-Impulsive Control Problem for a Jump Markov Model to a Model with Gradual Control Only ⋮ Sequential tracking of a hidden Markov chain using point process observations ⋮ Optimal Impulse Control of Dynamical Systems ⋮ Duality in optimal impulse control ⋮ On gradual-impulse control of continuous-time Markov decision processes with exponential utility ⋮ On the equivalence of the integral and differential Bellman equations in impulse control problems
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