Optimal control of a stochastic hybrid system with discounted cost (Q1301891): Difference between revisions
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| Property / cites work: A unified framework for hybrid control: model and optimal control theory / rank | |||
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| Property / cites work: Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems / rank | |||
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| Property / cites work: Q3995082 / rank | |||
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| Property / cites work: Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems / rank | |||
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| Property / full work available at URL: https://doi.org/10.1023/a:1021786019871 / rank | |||
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| Property / OpenAlex ID: W1561867633 / rank | |||
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Latest revision as of 09:49, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of a stochastic hybrid system with discounted cost |
scientific article |
Statements
Optimal control of a stochastic hybrid system with discounted cost (English)
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5 March 2003
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switching diffusions
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autonomous jumps
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impulsive jumps
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discounted cost
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stochastic hybrid system
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optimal control
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quasivariational inequalities
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dynamic programming
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