메뉴 건너뛰기




Volumn 40, Issue 2, 2002, Pages 525-539

A dynamic programming algorithm for the optimal control of piecewise deterministic Markov processes

Author keywords

Capacity expansion; Dynamic programming; Piecewise deterministic Markov process

Indexed keywords

ALGORITHMS; DYNAMIC PROGRAMMING; MARKOV PROCESSES; OPTIMIZATION; PREDICTIVE CONTROL SYSTEMS; PROBLEM SOLVING;

EID: 0036110784     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012999364474     Document Type: Article
Times cited : (39)

References (11)
  • 5
    • 0006171849 scopus 로고
    • Control of piecewise-deterministic processes via discrete time dynamic programming
    • Proceedings of the 3rd Bad Honnef Conference on Stochastic Differential Systems, Springer-Verlag, Berlin
    • (1986) Lecture Notes in Control and Inform. Sci. , vol.16 , pp. 140-150
    • Davis, M.H.A.1
  • 11
    • 0001377524 scopus 로고
    • Optimal control of piecewise deterministic Markov processes
    • (1985) Stochastics , vol.14 , pp. 165-208
    • Vermes, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.