On value functions for impulsive control of piecewise-deterministic processes

DOI10.1080/17442509008833652zbMATH Open0722.93078OpenAlexW2006408003MaRDI QIDQ3211227FDOQ3211227

Authors: Dariusz Gątarek 

Publication date: 1990

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509008833652

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zbMATH Keywords

impulsive controloptimal stoppingswitching controlpiecewise-deterministic processes with discounted cost

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cited In (6)

• Filtering of continuous-time Markov chains with noise-free observation and applications
• A note on impulsive control of Feller processes with costly information
• Impulsive control of piecewise-deterministic processes with long run average cost
• On first-order quasi-variational inequalities with integral terms
• Integro-differential equations associated with optimal stopping time of a piecewise-deterministic process
• Title not available (Why is that?)

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