Control problem for event-switched processes.
Valuev, Andrey M. (2005)
Acta Universitatis Apulensis. Mathematics - Informatics
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Valuev, Andrey M. (2005)
Acta Universitatis Apulensis. Mathematics - Informatics
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Tadj, Lotfi, Sarhan, Ammar M., El-Gohary, Awad (2008)
APPS. Applied Sciences
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Hugo Cruz-Suárez, Raúl Montes-de-Oca, Gabriel Zacarías (2011)
Kybernetika
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In this paper a problem of consumption and investment is presented as a model of a discounted Markov decision process with discrete-time. In this problem, it is assumed that the wealth is affected by a production function. This assumption gives the investor a chance to increase his wealth before the investment. For the solution of the problem there is established a suitable version of the Euler Equation (EE) which characterizes its optimal policy completely, that is, there are provided...
Popoviciu, Ioan (2002)
Analele Ştiinţifice ale Universităţii “Ovidius" Constanţa. Seria: Matematică
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Evgueni Gordienko, Onésimo Hernández-Lerma (1995)
Applicationes Mathematicae
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This paper shows the convergence of the value iteration (or successive approximations) algorithm for average cost (AC) Markov control processes on Borel spaces, with possibly unbounded cost, under appropriate hypotheses on weighted norms for the cost function and the transition law. It is also shown that the aforementioned convergence implies strong forms of AC-optimality and the existence of forecast horizons.
Ferreyra, Guillermo, Pascal, Jesus A. (2002)
Divulgaciones Matemáticas
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Toronjadze, T. (2001)
Georgian Mathematical Journal
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Pasternack, Barry A. (2001)
Journal of Applied Mathematics and Decision Sciences
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