Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes-Reference-Cited by-同舟云学术

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Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes

Published:2016-01 Issue:3 Volume:54 Page:1444-1474
ISSN:0363-0129
Container-title:SIAM Journal on Control and Optimization
language:en
Short-container-title:SIAM J. Control Optim.

Author:

Costa O. L. V.,Dufour F.,Piunovskiy A. B.

Funder

Agence Nationale de la Recherche

Fundação de Amparo à Pesquisa do Estado de São Paulo

Conselho Nacional de Desenvolvimento Científico e Tecnológico

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Control and Optimization

Link

http://epubs.siam.org/doi/pdf/10.1137/140996380

Reference17 articles.

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

2. A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes

3. A Target Recognition Problem: Sequential Analysis and Optimal Control

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