A piecewise deterministic Markov toy model for traffic/maintenance and associated Hamilton-Jacobi integrodifferential systems on networks

DOI10.1007/s00245-015-9319-zzbMath1358.49025arXiv1510.01114MaRDI QIDQ517928

Miguel Martinez, Dan Goreac, Magdalena Kobylanski

Publication date: 28 March 2017

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.01114

zbMATH Keywords

linear programming; viscosity solutions; piecewise deterministic Markov process; network constraints; traffic and maintenance

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

49L20: Dynamic programming in optimal control and differential games

90C05: Linear programming

93E20: Optimal stochastic control

49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games

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