Discrete-time switching control in random walks

DOI10.1080/00207179.2022.2029946zbMath1517.49015OpenAlexW4206477760MaRDI QIDQ6105561

Carlos G. Pacheco-González, Gladys D. Salgado-Suárez, Héctor Jasso-Fuentes

Publication date: 26 June 2023

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179.2022.2029946

zbMATH Keywords

dynamic programmingrandom walksoptimal stoppingswitching control

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Dynamic programming (90C39) Optimality conditions for problems involving randomness (49K45)

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