Impulse control of piecewise deterministic Markov processes (Q1901081)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Impulse control of piecewise deterministic Markov processes |
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Impulse control of piecewise deterministic Markov processes (English)
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15 August 1996
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An optimal impulse control problem for piecewise deterministic Markov processes is considered. This control problem is converted to an equivalent dynamic control problem. Necessary and sufficient conditions for optimality for the former problem are given in terms of the value function of the latter problem.
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necessary and sufficient conditions
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optimal impulse control
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Markov processes
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dynamic control
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