Stochastic hybrid control

DOI10.1006/jmaa.2000.7102zbMath0967.93097OpenAlexW2091513109MaRDI QIDQ1584642

Alain Bensoussan, José Luis Menaldi

Publication date: 28 February 2001

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://digitalcommons.wayne.edu/cgi/viewcontent.cgi?article=1069&context=mathfrp

zbMATH Keywords

controldynamic programmingswitchquasi-variational inequalitiesviscosity solutionsjumpdiscounted coststochastic hybrid model

Mathematics Subject Classification ID

Variable structure systems (93B12) Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items

A stochastic games framework for verification and control of discrete time stochastic hybrid systems, A class of hybrid LQG mean field games with state-invariant switching and stopping strategies, On Some Quasi-Variational Inequalities and Other Problems with Moving Sets, Controlled diffusion processes with Markovian switchings for modeling dynamical engineering systems, Interacting particle system based estimation of reach probability of general stochastic hybrid systems, Optimization of hybrid stochastic differential systems in communications networks, Optimality condition-based sensitivity analysis of optimal control for hybrid systems and its application, Discrete-time hybrid control in Borel spaces, Discrete-time hybrid control in Borel spaces: average cost optimality criterion, Regularization of the Hamilton-Jacobi-Bellman equation with nonlinearity of the module type in optimal control problems, Near optimal control for a class of stochastic hybrid systems, A computable approach to measure and integration theory, Hybrid parametric minimum principle

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