On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes

DOI10.1137/19m1286967arXiv1908.08357MaRDI QIDQ6198084

Chao Zhu, Richard H. Stockbridge, Kurt Helmes

Publication date: 20 February 2024

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

Full work available at URL: https://arxiv.org/abs/1908.08357

zbMATH Keywords

random effectsMarkov familyimpulse control modelMarkov Impulse policyrandomized impulse

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Impulsive control/observation systems (93C27)

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