Decomposable jump decision processes

DOI10.1016/0304-4149(79)90037-1zbMath0408.49033OpenAlexW2001726378MaRDI QIDQ5906200

Kevin D. Glazebrook

Publication date: 1979

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(79)90037-1

zbMATH Keywords

DecomposabilityPontryagin Maximum PrincipleOptimal ControlDynamic ProgrammingContinuous Parameter Controlled Jump ProcessesMarcov and Semimarkov Decision ProcessesResource Allocation Problem

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Related Items (2)

On the evaluation of fixed permutations as strategies in stochastic scheduling ⋮ Decomposable jump decision processes

Cites Work

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• Controlled jump processes
• Generalized semi-Markov decision processes
• Stochastic scheduling with order constraints
• Dynamic investment strategies for a risky R and D project
• On the optimal control of a class of continuous time non-Markov decision processes
• Discounted Dynamic Programming
• Optimal Continuous-Parameter Stochastic Control
• Necessary and Sufficient Conditions for Optimal Control of Semi-Markov Jump Processes

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