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scientific article; zbMATH DE number 1060045
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scientific article; zbMATH DE number 1060045 |
Statements
14 February 1999
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stochastic control
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piecewise deterministic Markov processes
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maximum principle
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stochastic manufacturing systems
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0.8659727573394775
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0.8637431263923645
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The optimal control of piecewise deterministic Markov processes is considered. The relation between dynamic programming optimality conditions and the stochastic maximum principle is given. Some applications to stochastic manufacturing systems are described. For the entire collection see [Zbl 0869.00058].
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