Add to ORKGThe impulse control of a Markov–Feller process is considered when the impulses are allowed only when a signal arrives. This is referred to as an impulse control problem with constraint. A detailed setting is described, a characterization of the optimal cost is obtained using previous results of the authors on optimal stopping problems with constraint, and an optimal impulse control is identified
This paper studies maximization of an average cost per unit time ergodic functional over impulse str...
In this article, a free-time impulsive control problem with state constraints and equality and inequ...
This paper considers a class of optimal control problems that allows jumps in the state variable. We...
The optimal stopping and impulse control problems for a Markov-Feller process are considered when th...
This paper studies the impulse control of a general Markov process under the average (or ergodic) co...
We consider the optimal stopping problem of a Markov process {xt : t ≤ 0} when the controller is all...
This paper considers an optimal impulse control problem of dynamical systems generated by a flow. Th...
This paper considers a class of optimal control problems that allows jumps in the state variable. We...
In this thesis we consider undiscounted, infinite time horizon optimal stopping problems with gener...
In this paper we consider a gradual-impulsive control problem for continuous-time Markov decision pr...
International audiencePiecewise deterministic Markov processes (PDMPs) have been introduced by M.H.A...
We study finite horizon optimal stopping problems for continuous-time Feller–Markov processes. The f...
This paper considers a class of optimal control problems that allows jumps in the state variable. We...
This work concerns optimal stopping and impulsive control problems for Markov processes, mainly Fell...
This thesis treats mathematical considerations that arise in relation to certain stochastic optimal ...
This paper studies maximization of an average cost per unit time ergodic functional over impulse str...
In this article, a free-time impulsive control problem with state constraints and equality and inequ...
This paper considers a class of optimal control problems that allows jumps in the state variable. We...
The optimal stopping and impulse control problems for a Markov-Feller process are considered when th...
This paper studies the impulse control of a general Markov process under the average (or ergodic) co...
We consider the optimal stopping problem of a Markov process {xt : t ≤ 0} when the controller is all...
This paper considers an optimal impulse control problem of dynamical systems generated by a flow. Th...
This paper considers a class of optimal control problems that allows jumps in the state variable. We...
In this thesis we consider undiscounted, infinite time horizon optimal stopping problems with gener...
In this paper we consider a gradual-impulsive control problem for continuous-time Markov decision pr...
International audiencePiecewise deterministic Markov processes (PDMPs) have been introduced by M.H.A...
We study finite horizon optimal stopping problems for continuous-time Feller–Markov processes. The f...
This paper considers a class of optimal control problems that allows jumps in the state variable. We...
This work concerns optimal stopping and impulsive control problems for Markov processes, mainly Fell...
This thesis treats mathematical considerations that arise in relation to certain stochastic optimal ...
This paper studies maximization of an average cost per unit time ergodic functional over impulse str...
In this article, a free-time impulsive control problem with state constraints and equality and inequ...
This paper considers a class of optimal control problems that allows jumps in the state variable. We...