Optimal Interventions in Countable Jump Markov Processes

DOI10.1287/MOOR.1030.0063MaRDI QIDQ5704173zbMATH OpenOpenAlexWikidataFDO

Authors A. B. Piunovskiy

Publication date 11 November 2005

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.1030.0063

zbMATH Keywords

constrained optimizationepidemic with carriersMarkov decision processpoint processstochastic optimal control

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Optimal stochastic control (93E20)

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Cited in

(3)

• Absorbing continuous-time Markov decision processes with total cost criteria
• On reducing a constrained gradual-impulsive control problem for a jump Markov model to a model with gradual control only
• Multicriteria impulsive control of jump Markov processes

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