Average Impulse Control of Piecewise Deterministic Processes

DOI10.1093/IMAMCI/6.4.375zbMATH Open0696.90082OpenAlexW2072750221MaRDI QIDQ3474499FDOQ3474499

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)

Cited In (5)

• Asymptotic Control for a Class of Piecewise Deterministic Markov Processes Associated to Temperate Viruses
• Uniform Assymptotics in the Average Continuous Control of Piecewise Deterministic Markov Processes : Vanishing Approach
• Discretizations for the average impulse control of piecewise deterministic processes
• Impulsive control of piecewise-deterministic processes with long run average cost
• Abel-type results for controlled piecewise deterministic Markov processes

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