Multicriteria impulsive control of jump Markov processes

Impulsive control consideres so called interventions meaning immediate change of the state of the system; between intervention, the continuous time jump Markov process is uncontrollable, with "natural" jump intensities. Multicriteria control problem for such model is considered, and the co...

Full description

Saved in:
Bibliographic Details
Published in:Mathematical methods of operations research (Heidelberg, Germany) Germany), 2004-09, Vol.60 (1), p.125-144
Main Author: Piunovskiy, A. B.
Format: Article
Language:English
Subjects:
Algebra
Intervention
Markov analysis
Operations research
Optimization
Probability distribution
Random variables
Studies
Citations: Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:Impulsive control consideres so called interventions meaning immediate change of the state of the system; between intervention, the continuous time jump Markov process is uncontrollable, with "natural" jump intensities. Multicriteria control problem for such model is considered, and the constrained version is investigated with the help of the Lagrange multipliers technique. All the theory is illustrated by an example of the optimal control of epidemic with carriers. The fluid model approach to the epidemic considered, is presented, too.
ISSN:1432-2994
1432-5217
DOI:10.1007/s001860400355