Average Impulse Control of Piecewise Deterministic Processes

DOI10.1093/IMAMCI/6.4.375MaRDI QIDQ3474499zbMATH OpenOpenAlexFDO

Authors Oswaldo Luiz V. Costa

Publication date 1989

Published in IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imamci/6.4.375

zbMATH Keywords

optimal stoppingpiecewise deterministic Markov processespolicy-iterationaverage impulse control

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)

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Cited in

(8)

• Uniform asymptotics in the average continuous control of piecewise deterministic Markov processes: vanishing approach
• Impulse control of piecewise-deterministic processes
• Impulsive control of piecewise-deterministic processes with long run average cost
• Numerical method for impulse control of piecewise deterministic Markov processes
• Discretizations for the average impulse control of piecewise deterministic processes
• On an approximation of average cost per unit time impulse control of Markov processes
• Abel-type results for controlled piecewise deterministic Markov processes
• Asymptotic control for a class of piecewise deterministic Markov processes associated to temperate viruses

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