Piecewise deterministic Markov control processes with feedback controls and unbounded costs

DOI10.1023/B:ACAP.0000031200.76583.75zbMath1084.49027OpenAlexW1966871367MaRDI QIDQ1876063

Manfred Schäl, Michael Schmitz, Lothar Forwick

Publication date: 16 August 2004

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:acap.0000031200.76583.75

zbMATH Keywords

optimal controlHamilton-Jacobi-Bellman equationdynamic programmingMarkov decision processespiecewise-deterministic processes

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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