Asymptotic Convergence for the Average Impulse Control of Piecewise Deterministic Processes

DOI10.1093/IMAMCI/8.1.1MaRDI QIDQ3353896zbMATH OpenOpenAlexFDO

Authors Oswaldo Luiz V. Costa

Publication date 1991

Published in IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imamci/8.1.1

zbMATH Keywords

existence of a solutionpiecewise deterministic processesaverage impulse controlone-dimensional minimizationsvalue-iteration technique

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20)

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• scientific article; zbMATH DE number 4130300

Cited in

(3)

• Discretizations for the average impulse control of piecewise deterministic processes
• Impulsive control of piecewise-deterministic processes with long run average cost
• Average Impulse Control of Piecewise Deterministic Processes

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