Optimal switching among a finite number of Markov processes
type: Item
instance of: scholarly article
title: Optimal switching among a finite number of Markov processes
zbMATH Open document ID: 0445.90093
DOI: 10.1007/BF00934933
published in: Journal of Optimization Theory and Applications
publication date: 1981-01-01T00:00:00Z
Mathematics Subject Classification ID: 90C40
Mathematics Subject Classification ID: 65K05
zbMATH DE Number: 3696863
zbMATH Keywords: optimal switching
zbMATH Keywords: controlled one-dimensional diffusion
zbMATH Keywords: optimal discounted cost function
zbMATH Keywords: unique solution
zbMATH Keywords: quasi-variational inequalities
zbMATH Keywords: existence
zbMATH Keywords: stationary optimal policy
zbMATH Keywords: policy iteration method
zbMATH Keywords: Markov decision processes
author: Bharat T. Doshi
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 3696863