Simultaneous impulse and continuous control of a Markov chain in continuous time

DOI10.1134/S0005117920030066zbMath1455.93189OpenAlexW3013624024MaRDI QIDQ827937

N. E. Zubov

Publication date: 14 January 2021

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117920030066

zbMATH Keywords

Markov chainimpulse controlsquasi-variational inequality

Mathematics Subject Classification ID

Dynamic programming (90C39) Stochastic systems in control theory (general) (93E03) Applications of continuous-time Markov processes on discrete state spaces (60J28) Impulsive control/observation systems (93C27)

Related Items (4)

Gradual-Impulsive Control for Continuous-Time Markov Decision Processes with Total Undiscounted Costs and Constraints: Linear Programming Approach via a Reduction Method ⋮ An analytical method for the analysis of inhomogeneous continuous Markov processes with piecewise constant transition intensities ⋮ Linear programming approach to optimal impulse control problems with functional constraints ⋮ On gradual-impulse control of continuous-time Markov decision processes with exponential utility

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