The optimal control of a two-parameter jump process (Q1085134): Difference between revisions
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Property / author: Ata N. Al-Hussaini / rank | |||
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Property / reviewed by: Tyrone E. Duncan / rank | |||
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Property / author: Ata N. Al-Hussaini / rank | |||
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Property / reviewed by: Tyrone E. Duncan / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / cites work: Martingales, potentials and exponentials associated with a two-parameter jump process / rank | |||
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Property / cites work: Optimal control of a jump process / rank | |||
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Property / cites work: Q3969647 / rank | |||
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Property / cites work: Arr�t Optimal sur le Plan / rank | |||
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Property / cites work: Q4747315 / rank | |||
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Latest revision as of 17:47, 17 June 2024
scientific article
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English | The optimal control of a two-parameter jump process |
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Statements
The optimal control of a two-parameter jump process (English)
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1986
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The authors consider the optimal control of a system that depends on two components that are used during different time periods. The system is controlled by choosing densities which determine the failure times of the two components. A minimum principle is given for an optimal control.
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jump processes
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minimum principle
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