scientific article; zbMATH DE number 791278

zbMATH Open0826.93071MaRDI QIDQ4844933FDOQ4844933

Authors: E. K. Boukas 

Publication date: 27 November 1995

Title of this publication is not available (Why is that?)

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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)

Cited In (3)

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

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