Optimal stochastic control of the intensity of point processes

DOI10.1016/J.ORL.2022.08.006MaRDI QIDQ2084040zbMATH OpenOpenAlexFDO

Authors Bara Kim, Jeongsim Kim, Chia-Li Wang

Publication date 17 October 2022

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2022.08.006

zbMATH Keywords

point processlog-concavityintensity control

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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Cites work

• Bang-bang controls of point processes
• Bicriteria optimization of a queue with a controlled input stream
• Dynamic pricing for nonperishable products with demand learning
• Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons
• Optimal intensity control of a queueing system with state-dependent capacity limit
• Optimality of an affine intensity policy for maximizing the probability of an arrival count in point-process intensity control
• Point processes and queues. Martingale dynamics

Cited in

(1)

• Allocation of Control Points in Stochastic Dynamic-Programming Models

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