Optimal strategies for impulse control of piecewise deterministic Markov processes

DOI10.1016/J.AUTOMATICA.2016.11.039zbMath1355.93178arXiv1603.07859OpenAlexW2962870554MaRDI QIDQ510120

Alizée Geeraert, François Dufour, Benoîte De Saporta

Publication date: 16 February 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.07859

zbMATH Keywords

optimal strategydynamic programminglong-run average costimpulse controlpiecewise deterministic Markov processes

Mathematics Subject Classification ID

Dynamic programming (90C39) Stochastic systems in control theory (general) (93E03) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Related Items (6)

Gradual-Impulsive Control for Continuous-Time Markov Decision Processes with Total Undiscounted Costs and Constraints: Linear Programming Approach via a Reduction Method ⋮ A decentralized algorithm for a mean field control problem of piecewise deterministic Markov processes ⋮ Change-point detection for piecewise deterministic Markov processes ⋮ On Reducing a Constrained Gradual-Impulsive Control Problem for a Jump Markov Model to a Model with Gradual Control Only ⋮ Optimal Impulse Control of Dynamical Systems ⋮ On the equivalence of the integral and differential Bellman equations in impulse control problems

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