Discretizations for the average impulse control of piecewise deterministic processes

DOI10.2307/3214849MaRDI QIDQ5288018zbMATH OpenOpenAlexFDO

Authors Oswaldo Luiz V. Costa

Publication date 24 November 1993

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214849

zbMATH Keywords

convergenceimpulse controloptimal capacity expansiontime and state space discretization

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Continuous-time Markov processes on general state spaces (60J25) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

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(4)

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• Numerical method for impulse control of piecewise deterministic Markov processes
• Average Impulse Control of Piecewise Deterministic Processes
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