Continuous Time Markovian Sequential Control Processes

DOI10.1137/0307027MaRDI QIDQ5575969zbMATH OpenOpenAlexFDO

Authors S. S. Chitgopekar

Publication date 1969

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

Full work available at URL https://doi.org/10.1137/0307027

zbMATH Keywords

control theory

Cited in

(5)

• Scheduling projects with stochastic activity duration to maximize expected net present value
• Continuous time control of Markov processes on an arbitrary state space: average return criterion
• Queueing theory
• Optimal control of semi-Markov processes with a backward stochastic differential equations approach
• Computation of optimal policies in discounted semi-Markov decision chains

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