Boundedly optimal control of piecewise deterministic systems

DOI10.1016/0377-2217(94)90262-3zbMath0805.93059MaRDI QIDQ1330530

Arie Leizarowitz, Alain B. Haurie, Christian van Delft

Publication date: 31 January 1995

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(94)90262-3

zbMATH Keywords

dynamic programming; turnpike property; jump Markov processes

Mathematics Subject Classification ID

49L20: Dynamic programming in optimal control and differential games

93E20: Optimal stochastic control

90C40: Markov and semi-Markov decision processes

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Cites Work

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