scientific article; zbMATH DE number 4188921

MaRDI QIDQ5753312zbMATH OpenFDO

Authors João Bosco Ribeiro do Val, Mark H. A. Davis

Publication date 1988

zbMATH Keywords

Hamilton-Jacobi- Bellman equationMarkov processesmaximum principlemodels for investment planningoptimal stochastic controlverification theorem

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Optimal stochastic control (93E20)

Recommendations

• Necessary and sufficient optimality conditions for control of piecewise deterministic markov processes
• scientific article; zbMATH DE number 17494
• A dynamic programming algorithm for the optimal control of piecewise deterministic Markov processes
• scientific article; zbMATH DE number 686945
• Optimal control of piecewise deterministic markov process

Cited in

(4)

• Conditionally optimal control designed according to a local criterion in a nonlinear stochastic system
• Optimal control of a class of piecewise deterministic processes
• Necessary and sufficient optimality conditions for control of piecewise deterministic markov processes
• scientific article; zbMATH DE number 147672 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5753312)