Управляемая скачкообразная модель с дисконтированием при наличии ограничений

DOI10.4213/tvp1715zbMath0908.60026OpenAlexW2324343035MaRDI QIDQ3842381

Aleksey B. Piunovskiy

Publication date: 21 January 1999

Published in: Teoriya Veroyatnostei i ee Primeneniya (Search for Journal in Brave)

Full work available at URL: http://epubs.siam.org/sam-bin/dbq/article/97596

zbMATH Keywords

optimal controlconvex programmingqueueing theoryfunctional constraintsjump stochastic processes

Mathematics Subject Classification ID

Convex programming (90C25) Applications of mathematical programming (90C90) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20)

Related Items (4)

Discounted continuous-time constrained Markov decision processes in Polish spaces ⋮ Optimal control problem regularization for the Markov process with finite number of states and constraints ⋮ Methods to design optimal control of Markov process with finite state set in the presence of constraints ⋮ Absorbing Continuous-Time Markov Decision Processes with Total Cost Criteria

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