Title :
Impulse control for semi markovain processes
Author_Institution :
IRIA-LABORIA, Le Chesnay, France
Abstract :
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.
Keywords :
Cost function; Dynamic programming; Markov processes; Optimal control; Process control; Time measurement;
Conference_Titel :
Decision and Control including the 14th Symposium on Adaptive Processes, 1975 IEEE Conference on
Conference_Location :
Houston, TX, USA
DOI :
10.1109/CDC.1975.270740
