Multicriteria impulsive control of jump Markov processes

A. B. Piunovskiy ()

Mathematical Methods of Operations Research, 2004, vol. 60, issue 1, 125-144

Abstract: 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. Copyright Springer-Verlag 2004

Keywords: Point process; Stochastic optimal control; Markov decision process; Constrained optimization; Epidemic with carriers; Fluid model (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1007/s001860400355

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