Dynamic risk control in multidimensional Markov models

DOI10.1007/S10559-018-0022-3zbMath1393.93146OpenAlexW2795630893WikidataQ130032550 ScholiaQ130032550MaRDI QIDQ722040

Andrey O. Voyna, O. A. Voina

Publication date: 20 July 2018

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-018-0022-3

zbMATH Keywords

iterative algorithmsoptimal stationary strategiesbirth-death processesrisk functioncontrolled processesMarkov decision-making processes

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Related Items (2)

Some Models of Inventory Level Optimization in Logistics Processes ⋮ Mathematical models of risk control for regenerating Markov processes

Cites Work

• Optimal dynamic strategies for stochastic models of marketing promotion mix
• Risk functions in multidimensional stock control models that function in a random Markov environment
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