Optimal impulsive control of piecewise deterministic Markov processes

DOI10.1080/17442508.2016.1197925zbMATH Open1356.90158OpenAlexW2515904005MaRDI QIDQ2833716FDOQ2833716

Authors: Masayuki Horiguchi, F. Dufour, A. B. Piunovskiy 

Publication date: 25 November 2016

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2016.1197925

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zbMATH Keywords

piecewise deterministic Markov processimpulsive controloptimal controldiscounted cost

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Markov and semi-Markov decision processes (90C40)

Cited In (20)

• Title not available (Why is that?)
• Gradual-Impulsive Control for Continuous-Time Markov Decision Processes with Total Undiscounted Costs and Constraints: Linear Programming Approach via a Reduction Method
• Optimal Impulse Control of Dynamical Systems
• Simultaneous impulse and continuous control of a Markov chain in continuous time
• Linear programming approach to optimal impulse control problems with functional constraints
• Minimizing risk probability for infinite discounted piecewise deterministic Markov decision processes.
• On the equivalence of the integral and differential Bellman equations in impulse control problems
• Aggregated occupation measures and linear programming approach to constrained impulse control problems
• On reducing a constrained gradual-impulsive control problem for a jump Markov model to a model with gradual control only
• HJB equation for optimal control system with random impulses
• Impulsive Control for Continuous-Time Markov Decision Processes
• Optimal control of piecewise deterministic Markov processes
• Optimal control of infinite-dimensional piecewise deterministic Markov processes and application to the control of neuronal dynamics via optogenetics
• Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes
• Optimality conditions for impulsive control of piecewise-deterministic processes
• Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes
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• Optimal strategies for impulse control of piecewise deterministic Markov processes
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