Digitale Medien
Springer
Journal of optimization theory and applications
59 (1988), S. 99-115
ISSN:
1573-2878
Schlagwort(e):
Piecewise-deterministic processes
;
switching control
;
integro-differential equations
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Mathematik
Notizen:
Abstract A finite collection of piecewise-deterministic processes are controlled in order to minimize the expected value of a performance functional with continuous operating cost and discrete switching control costs. The solution of the associated dynamic programming equation is obtained by an iterative approximation using optimal stopping time problems.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1007/BF00939868
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