Adaptive discounted control for piecewise deterministic Markov processes

DOI10.1016/J.JMAA.2023.127517OpenAlexW4319231341MaRDI QIDQ6136351FDOQ6136351

Authors: Oswaldo Luiz V. Costa, F. Dufour 

Publication date: 29 August 2023

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2023.127517

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• scientific article; zbMATH DE number 3961484

zbMATH Keywords

piecewise deterministic Markov processadaptive controlHamilton-Jacobi-Bellman equationcontinuous-time Markov decision processcontinuous control

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

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• Average continuous control of piecewise deterministic Markov processes
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• Adaptive control for discrete-time Markov processes with unbounded costs: Average criterion
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Cited In (3)

• Adaptive policies for stochastic systems under a randomized discounted cost criterion
• Adaptive average control for piecewise deterministic Markov processes
• Constrained and unconstrained optimal discounted control of piecewise deterministic Markov processes

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