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On average cost stopping time problems

โœ Scribed by Hiroaki Morimoto


Book ID
105111628
Publisher
Springer
Year
1991
Tongue
English
Weight
678 KB
Volume
90
Category
Article
ISSN
1432-2064

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๐Ÿ“œ SIMILAR VOLUMES


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โœ A.B. Philpott; A.I. Mees ๐Ÿ“‚ Article ๐Ÿ“… 1992 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 344 KB

We describe a general solution method for the problem of finding the shortest path between two vertices of a graph in which each edge has some transit time, costs can vary with time, and stopping and parking (with corresponding costs) are allowed at the vertices.

Long-term average cost control problems
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This paper addresses the long-term average cost control of continuous time Markov processes. A survey of problems and methods contained in various works is given for continuous control, optimal stopping, and impulse control.