A Dynamic Programming Algorithm for the Optimal Control of Piecewise Deterministic Markov Processes
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/S0363012999364474
Reference6 articles.
1. Optimal capacity expansion under uncertainty
2. Necessary and sufficient optimality conditions for control of piecewise deterministic markov processes
3. Optimal Control with State-Space Constraint. II
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