✦ LIBER ✦

Multicriteria impulsive control of jump Markov processes

✍ Scribed by A. B. Piunovskiy

Publisher: Springer
Year: 2004
Tongue: English
Weight: 309 KB
Volume: 60
Category: Article
ISSN: 0340-9422
DOI: 10.1007/s001860400355

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On Risk-Sensitive Ergodic Impulsive Cont

On Risk-Sensitive Ergodic Impulsive Control of Markov Processes

✍ R. Sadowy; L. Stettner 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 133 KB

A characterization of minimal Markov jum

A characterization of minimal Markov jump processes

✍ Martin Jacobsen 📂 Article 📅 1972 🏛 Springer 🌐 English ⚖ 669 KB

On piecewise deterministic Markov contro

On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance

✍ Manfred Schäl 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 887 KB

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

On ergodic stopping and impulsive contro

On ergodic stopping and impulsive control problems for nonuniformly ergodic Markov processes

✍ Ł. Stettner 📂 Article 📅 1989 🏛 Springer 🌐 English ⚖ 887 KB

Large deviations of jump Markov processe

Large deviations of jump Markov processes with flat boundaries

✍ Alan Weiss 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 138 KB

Boundary behavior of diffusion approxima

Boundary behavior of diffusion approximations to Markov jump processes

✍ C. Knessl; B. J. Matkowsky; Z. Schuss; C. Tier 📂 Article 📅 1986 🏛 Springer 🌐 English ⚖ 742 KB