Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model
type: Item
instance of: scholarly article
title: Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model
zbMATH Open document ID: 1177.93102
author: Ulrich Rieder
author: Jens Winter
published in: Mathematical Methods of Operations Research
publication date: 2009-12-11T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 93C41
Mathematics Subject Classification ID: 90B22
zbMATH DE Number: 5645700
zbMATH Keywords: stochastic control problem with partial information
zbMATH Keywords: Markovian jump process
zbMATH Keywords: filter process
zbMATH Keywords: generalized Hamilton-Jacobi-Bellman equation
zbMATH Keywords: MDP
zbMATH Keywords: parallel queueing
MaRDI profile type: Publication
full work available at URL: s00186-009-0284-7
OpenAlex ID: W2044274945
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DOI: 10.1007/S00186-009-0284-7
description: scientific article; zbMATH DE number 5645700