Boundedly optimal control of piecewise deterministic systems
type: Item
instance of: scholarly article
title: Boundedly optimal control of piecewise deterministic systems
zbMATH Open document ID: 0805.93059
DOI: 10.1016/0377-2217(94)90262-3
published in: European Journal of Operational Research
publication date: 1995-01-31T00:00:00Z
review text: This paper deals with a class of stochastic control systems where the disturbances are modeled as uncontrolled jump Markov processes. Starting with an undiscounted functional it is studied the asymptotic behaviour of the optimal trajectories. The main difficulty is in getting the dynamic programming formulation when the unboundedness of the undiscounted cost may appear. An example related to manufacturing flow control is given to illustrate the so-called ``turnpike property''.
reviewed by: Constantin Vârsan
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 90C40
Mathematics Subject Classification ID: 49L20
zbMATH DE Number: 609642
zbMATH Keywords: turnpike property
zbMATH Keywords: jump Markov processes
zbMATH Keywords: dynamic programming
author: Alain Haurie
author: Arie Leizarowitz
author: Christian van Delft
MaRDI profile type: Publication
full work available at URL: 0377-2217(94)90262-3
OpenAlex ID: W1974437982
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description: scientific article; zbMATH DE number 609642