Dynamic risk control in multidimensional Markov models

DOI10.1007/S10559-018-0022-3zbMATH Open1393.93146OpenAlexW2795630893WikidataQ130032550 ScholiaQ130032550MaRDI QIDQ722040FDOQ722040

Authors: O. A. Voĭna, Andrey O. Voyna 

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

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zbMATH Keywords

birth-death processesiterative algorithmsrisk functioncontrolled processesoptimal stationary strategiesMarkov decision-making processes

Mathematics Subject Classification ID

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

Cites Work

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• Risk functions in multidimensional stock control models that function in a random Markov environment
• Optimal dynamic strategies for stochastic models of marketing promotion mix
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Cited In (5)

• Optimal Tracking for an Insurance Model
• Asymptotic optimization for stochastic models based on a compound Poisson process
• Mathematical models of risk control for regenerating Markov processes
• Some Models of Inventory Level Optimization in Logistics Processes
• Risk functions in multidimensional stock control models that function in a random Markov environment

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