Optimal control of piecewise deterministic markov process

DOI10.1080/17442508508833338zbMath0566.93074OpenAlexW2163246781MaRDI QIDQ3682371

Domokos Vermes

Publication date: 1985

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508508833338

zbMATH Keywords

value functionpiecewise deterministic Markov processjump behaviourHamilton-Jacobi- Bellman equation,

Mathematics Subject Classification ID

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Cites Work

• Extension of Fenchel's duality theorem for convex functions
• Analytical design of controllers in stochastic systems with velocity-limited controlling action
• Continuous time markov decision processes with interventions
• Dynamic Programming and Minimum Principles for Systems with Jump Markov Disturbances
• A Necessary and Sufficient Condition for Optimality of Dynamic Programming Type, Making No a Priori Assumptions on the Controls
• The Equivalence of Strong and Weak Formulations for Certain Problems in Optimal Control
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