Multicriteria impulsive control of jump Markov processes

DOI10.1007/S001860400355MaRDI QIDQ706378zbMATH OpenOpenAlexFDO

Authors A. B. Piunovskiy

Publication date 8 February 2005

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001860400355

zbMATH Keywords

point processconstrained optimizationMarkov decision processstochastic optimal controlmulticriteria optimizationfluid modelepidemic with carriersjump Markov processes

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

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Cited in

(8)

• Random walk, birth-and-death process and their fluid approximations: Absorbing case
• A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
• On reducing a constrained gradual-impulsive control problem for a jump Markov model to a model with gradual control only
• Towards the optimal control of Markov chains with constraints
• Infinite horizon optimal impulsive control with applications to Internet congestion control
• Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case
• Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces
• Impulsive control for continuous-time Markov decision processes: a linear programming approach

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