Optimal control of piecewise deterministic markov process
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Publication:3682371
DOI10.1080/17442508508833338zbMath0566.93074OpenAlexW2163246781MaRDI QIDQ3682371
Publication date: 1985
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508508833338
value functionpiecewise deterministic Markov processjump behaviourHamilton-Jacobi- Bellman equation,
Convex programming (90C25) Continuous-time Markov processes on general state spaces (60J25) Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)
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