scientific article; zbMATH DE number 1893799
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Publication:4801365
zbMath1032.93080MaRDI QIDQ4801365
Publication date: 18 March 2004
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
dynamic programmingimpulse controlswitching controloptimal stopping problemscontrolled Markov processcontrolled Markov chainstochastic hybrid control systems
Dynamic programming in optimal control and differential games (49L20) Ordinary differential equations with impulses (34A37) Variable structure systems (93B12) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)
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On Some Ergodic Impulse Control Problems with Constraint ⋮ On Some Impulse Control Problems with Constraint ⋮ Local solutions of the Hamilton-Jacobi-Bellman equation for some stochastic problems ⋮ Optimal Stopping Problems for a Family of Continuous-Time Markov Processes ⋮ On Some Optimal Stopping Problems with Constraint
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