Adaptive discounted control for piecewise deterministic Markov processes

DOI10.1016/J.JMAA.2023.127517MaRDI QIDQ6136351zbMATH OpenOpenAlexFDO

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

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)

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• Constrained and unconstrained optimal discounted control of piecewise deterministic Markov processes
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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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