Necessary and Sufficient Conditions for Optimal Control of Semi-Markov Jump Processes

DOI10.1137/0311017zbMath0258.93028OpenAlexW1968963186MaRDI QIDQ5675610

Lawrence D. Stone

Publication date: 1973

Published in: SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0311017

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov renewal processes, semi-Markov processes (60K15)

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Optimality for controlled jump processes: A simple approach ⋮ On the finite horizon Bellman equation for controlled Markov jump models with unbounded characteristics: Existence and approximation ⋮ Effects of regulatory delays and uncertainty on pricing decisions ⋮ Sliding mode control for semi-Markovian jump systems via output feedback ⋮ Advances on modeling and control of semi-Markovian switching systems: a survey ⋮ Optimal control of semi-Markov processes with a backward stochastic differential equations approach ⋮ Decomposable jump decision processes ⋮ Controlled jump processes ⋮ Discount optimality throughout a set of parameters for one-dimensional transport processes ⋮ Analytically measurable selection of epsilon optimal transition kernals ⋮ Reasoning about `when' instead of `what': collusive equilibria with stochastic timing in repeated oligopoly

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