半马氏过程的脉冲控制

1975 IEEE Conference on Decision and Control including the 14th Symposium on Adaptive Processes Pub Date : 1975-12-01 DOI:10.1109/CDC.1975.270740

M. Robin

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引用次数: 0

摘要

我们考虑的最优控制问题是状态演变为半马尔可夫过程，并且控制只在一些随机时间起作用，这些时间的代价是瞬时的。动态规划最优性条件采用微分不等式的形式，可以数值求解。

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Impulse control for semi markovain processes

We consider optimal control problems in which the state evolves as a semi-markovian process and the control acts only at some random times with instantaneous costs at these times. Dynamic programming optimality conditions take the form of differential inequalities which can be solved numerically.

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1975 IEEE Conference on Decision and Control including the 14th Symposium on Adaptive Processes

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