Boundedly optimal control of piecewise deterministic systems (Q1330530): Difference between revisions
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Revision as of 00:57, 20 March 2024
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English | Boundedly optimal control of piecewise deterministic systems |
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Boundedly optimal control of piecewise deterministic systems (English)
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31 January 1995
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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''.
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turnpike property
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jump Markov processes
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dynamic programming
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