Impulsive control for continuous-time Markov decision processes: a linear programming approach
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optimizationlinear programmingimpulsive controlcontinuous-time Markov decision processdiscounted cost
Linear programming (90C05) Continuous-time Markov processes on general state spaces (60J25) Existence of optimal solutions to problems involving randomness (49J55) Optimality conditions for problems involving randomness (49K45) Impulsive optimal control problems (49N25) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)
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Cites work
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Cited in
(13)- Gradual-Impulsive Control for Continuous-Time Markov Decision Processes with Total Undiscounted Costs and Constraints: Linear Programming Approach via a Reduction Method
- Simultaneous impulse and continuous control of a Markov chain in continuous time
- Linear programming approach to optimal impulse control problems with functional constraints
- Aggregated occupation measures and linear programming approach to constrained impulse control problems
- Asymptotics of impulse control problem with multiplicative reward
- On reducing a constrained gradual-impulsive control problem for a jump Markov model to a model with gradual control only
- Long-run risk-sensitive impulse control
- Impulsive Control for Continuous-Time Markov Decision Processes
- Impulsively-controlled systems and reverse dwell time: a linear programming approach
- scientific article; zbMATH DE number 3956845 (Why is no real title available?)
- On the computation of Whittle's index for Markovian restless bandits
- Stability analysis of time-delay discrete systems with logic impulses
- Design and analysis of two discrete-time ZD algorithms for time-varying nonlinear minimization
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