The optimal control of a two-parameter jump process (Q1085134): Difference between revisions
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Revision as of 21:22, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The optimal control of a two-parameter jump process |
scientific article |
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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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