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Switching control of piecewise-deterministic processes

✍ Scribed by S. M. Lenhart; Y. C. Liao


Publisher
Springer
Year
1988
Tongue
English
Weight
621 KB
Volume
59
Category
Article
ISSN
0022-3239

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πŸ“œ SIMILAR VOLUMES


On piecewise deterministic Markov contro
✍ Manfred SchΓ€l πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 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