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Multicriteria impulsive control of jump Markov processes

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  • A. B. Piunovskiy

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

Suggested Citation

  • A. B. Piunovskiy, 2004. "Multicriteria impulsive control of jump Markov processes," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 60(1), pages 125-144, September.
    • Handle: RePEc:spr:mathme:v:60:y:2004:i:1:p:125-144
    DOI: 10.1007/s001860400355
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    Cited by:

    1. Alexey Piunovskiy & Yi Zhang, 2011. "Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 73(2), pages 159-187, April.
    2. A. Piunovskiy, 2009. "Random walk, birth-and-death process and their fluid approximations: absorbing case," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 70(2), pages 285-312, October.

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