Impulsive Control for Continuous-Time Markov Decision Processes

DOI10.1239/aap/1427814583zbMath1311.90170arXiv1402.6106OpenAlexW1982857276MaRDI QIDQ5246173

François Dufour, Aleksey B. Piunovskiy

Publication date: 17 April 2015

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.6106

zbMATH Keywords

continuous controlimpulsive controlcontinuous-time Markov decision processdiscounted cost

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Markov and semi-Markov decision processes (90C40)

Related Items (10)

Impulsive control for continuous-time Markov decision processes: a linear programming approach ⋮ On the computation of Whittle's index for Markovian restless bandits ⋮ Gradual-Impulsive Control for Continuous-Time Markov Decision Processes with Total Undiscounted Costs and Constraints: Linear Programming Approach via a Reduction Method ⋮ Optimal strategies in a production inventory control model ⋮ Linear programming approach to optimal impulse control problems with functional constraints ⋮ On Reducing a Constrained Gradual-Impulsive Control Problem for a Jump Markov Model to a Model with Gradual Control Only ⋮ On the dynamic allocation of assets subject to failure ⋮ Optimal Impulse Control of Dynamical Systems ⋮ 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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