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Impulse control of piecewise-deterministic processes

✍ Scribed by O. L. V. Costa; M. H. A. Davis


Book ID
110553649
Publisher
Springer
Year
1989
Tongue
English
Weight
886 KB
Volume
2
Category
Article
ISSN
0932-4194

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Dynamic programming for piecewise deterministic Markov processes is studied where only the jumps but not the deterministic flow can be controlled. Then one can dispense with relaxed controls, There exists an optimal stationary policy of feedback form. Further, a piecewise deterministic Markov model