Adaptive discounted control for piecewise deterministic Markov processes

DOI10.1016/J.JMAA.2023.127517OpenAlexW4319231341MaRDI QIDQ6136351

François Dufour, Oswaldo L. V. Costa

Publication date: 29 August 2023

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2023.127517

zbMATH Keywords

Hamilton-Jacobi-Bellman equationadaptive controlcontinuous controlcontinuous-time Markov decision processpiecewise deterministic Markov process

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

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