Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes
DOI10.1080/17442508.2018.1546305zbMath1502.90187OpenAlexW2900672501MaRDI QIDQ5087027
Oswaldo L. V. Costa, François Dufour
Publication date: 8 July 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2018.1546305
continuous controlcontinuous-time Markov decision processpiecewise deterministic Markov processHamilton-Jacobi-Bellman inequalityaverage control
Continuous-time Markov processes on general state spaces (60J25) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)
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