Infinite-Horizon Optimal Control Problems for Hybrid Switching Diffusions

DOI10.1007/978-0-8176-8337-5_12MaRDI QIDQ4593609zbMATH OpenOpenAlexFDO

Authors Héctor Jasso-Fuentes, George Yin

Publication date 22 November 2017

Published in Systems & Control: Foundations & Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-0-8176-8337-5_12

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Optimality conditions for problems involving randomness (49K45) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

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