Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes-Reference-Cited by-同舟云学术

Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes

Published:2018-11-13 Issue:6 Volume:91 Page:817-835
ISSN:1744-2508
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Costa O. L. V.¹^ORCID,Dufour F.²^ORCID

Affiliation:

1. Departamento de Engenharia de Telecomunicações e Controle, Escola Politécnica da Universidade de São Paulo, São Paulo, Brazil

2. Institut Polytechnique de Bordeaux, INRIA Bordeaux Sud Ouest, Team: CQFD, IMB, Institut de Mathématiques de Bordeaux, Université de Bordeaux, Bordeaux, France

Funder

CNPq (Brazilian National Council for Scientific and Technological Development)

FAPESP (São Paulo Research Foundation)/ Shell through the Research Centre for Gas Innovation

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442508.2018.1546305

Reference28 articles.

1. A Dynamic Programming Algorithm for the Optimal Control of Piecewise Deterministic Markov Processes

2. The Discounted Method and Equivalence of Average Criteria for Risk-Sensitive Markov Decision Processes on Borel Spaces

3. The Vanishing Discount Approach for the Average Continuous Control of Piecewise Deterministic Markov Processes

4. Continuous Average Control of Piecewise Deterministic Markov Processes

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