On a functional differential equation that arises in a Markov control problem

DOI10.1016/0022-0396(78)90136-5MaRDI QIDQ1243841zbMATH OpenOpenAlexFDO

Authors Stanley R. Pliska

Publication date 1978

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-0396(78)90136-5

Mathematics Subject Classification ID

Optimal stochastic control (93E20) General theory of functional-differential equations (34K05)

Cites work

• scientific article; zbMATH DE number 3289807 (Why is no real title available?)
• scientific article; zbMATH DE number 3424915 (Why is no real title available?)
• scientific article; zbMATH DE number 3186512 (Why is no real title available?)
• A local time for a storage process
• A stochastic integral in storage theory
• A theory of dams with continuous input and a general release rule
• An M/G/1 Queue With a Hybrid Discipline
• Functional differential equations
• Optimal service-rate selection in an $M| G |\hat 1$Queue
• The Stationary Distribution and First Exit Probabilities of a Storage Process with General Release Rule

Cited in

(3)

• Optimal control of a one-dimensional storage process
• On continuous-time discounted stochastic dynamic programming
• On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance

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