A piecewise deterministic Markov toy model for traffic/maintenance and associated Hamilton-Jacobi integrodifferential systems on networks

DOI10.1007/s00245-015-9319-zzbMath1358.49025arXiv1510.01114OpenAlexW2963208341MaRDI QIDQ517928

Miguel Martinez, Dan Goreac, Magdalena Kobylanski

Publication date: 28 March 2017

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.01114

zbMATH Keywords

linear programmingviscosity solutionspiecewise deterministic Markov processnetwork constraintstraffic and maintenance

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Dynamic programming in optimal control and differential games (49L20) Linear programming (90C05) Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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