scientific article; zbMATH DE number 791278

MaRDI QIDQ4844933zbMATH OpenFDO

Authors E. K. Boukas

Publication date 27 November 1995

zbMATH Keywords

numerical methodsoptimization problemdiscrete Markov decision process

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Optimal stochastic control (93E20)

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(3)

• Hedging point policy improvement
• An impulse control problem of a production model with interruptions to follow stochastic demand
• An algorithm to solve the discrete HJI equation arising in the L2 gain optimization problem

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