Switching control of piecewise-deterministic processes
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Publication:1095107
DOI10.1007/BF00939868zbMath0631.93079WikidataQ60231298 ScholiaQ60231298MaRDI QIDQ1095107
Suzanne M. Lenhart, Yu-Chung Liao
Publication date: 1988
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
integro-differential equations; iterative approximation; dynamic programming equation; discrete switching control costs; optimal stopping time problems; piecewise-deterministic processes
49L20: Dynamic programming in optimal control and differential games
45K05: Integro-partial differential equations
90C39: Dynamic programming
93E20: Optimal stochastic control
60G40: Stopping times; optimal stopping problems; gambling theory
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