Optimal control by means switchings

DOI10.4064/SM-45-2-161-171MaRDI QIDQ5684937zbMATH OpenOpenAlexFDO

Authors Jerzy Zabczyk

Publication date 1973

Published in Studia Mathematica (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://eudml.org/doc/217734

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Continuous-time Markov processes on general state spaces (60J25) Optimal stochastic control (93E20)

Cited in

(8)

• Optimal switching for alternating processes
• Optimal switching among a finite number of Markov processes
• Ergodic switching control for diffusion-type processes
• A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time
• Optimal switching problems of tandem type
• Ergodic switching control for Markov chains
• Ergodic switching control for Markov-Feller processes. I
• Switching and impulsive control of a reflected diffusion

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