Simultaneous impulse and continuous control of a Markov chain in continuous time

DOI10.1134/S0005117920030066MaRDI QIDQ827937zbMATH OpenOpenAlexFDO

Authors N. E. Zubov

Publication date 14 January 2021

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0005117920030066

zbMATH Keywords

Markov chainquasi-variational inequalityimpulse controls

Mathematics Subject Classification ID

Applications of continuous-time Markov processes on discrete state spaces (60J28) Dynamic programming (90C39) Stochastic systems in control theory (general) (93E03) Impulsive control/observation systems (93C27)

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Cites work

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• scientific article; zbMATH DE number 3956845 (Why is no real title available?)
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• scientific article; zbMATH DE number 1134975 (Why is no real title available?)
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• Infinite horizon optimal impulsive control with applications to Internet congestion control
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• Point processes and queues. Martingale dynamics
• Towards the optimal control of Markov chains with constraints

Cited in

(6)

• Gradual-Impulsive Control for Continuous-Time Markov Decision Processes with Total Undiscounted Costs and Constraints: Linear Programming Approach via a Reduction Method
• Linear programming approach to optimal impulse control problems with functional constraints
• Impulsive Control for Continuous-Time Markov Decision Processes
• On gradual-impulse control of continuous-time Markov decision processes with exponential utility
• On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes
• An analytical method for the analysis of inhomogeneous continuous Markov processes with piecewise constant transition intensities

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