An Optimal Threshold Policy in Applications of a Two-State Markov Process (Q4979409)

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scientific article; zbMATH DE number 6306346
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An Optimal Threshold Policy in Applications of a Two-State Markov Process
scientific article; zbMATH DE number 6306346

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    An Optimal Threshold Policy in Applications of a Two-State Markov Process (English)
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    20 June 2014
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    optimal threshold policy
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    two-state Markov process
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    necessary optimality conditions
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    state-costate dynamics
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    regular and singular control regimes
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