On optimal control of Markov pure jump processes

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:张宜(英国伯明翰大学)
:2022-09-30 15:00
:腾讯会议ID:568603435(无密码)

报告人:张宜(英国伯明翰大学)

时  间:930日下午15:00

地  点:腾讯会议ID568603435(无密码)

内容摘要:

Consider a Markov pure jump process, whose transition rate can be controlled with the gradual control. In addition, its state can be instantaneously changed by the impulsive control. Refer to such a model as a continuous-time Markov decision process, for which we consider the optimal control problem with total cost criteria and constraints, and present its basic solvability result. This is based on the observation that the problem can be reduced to an equivalent one for models with gradual control only.

人简介:

张宜博士2010年博士毕业于利物浦大学,现为英国伯明翰大学副教授。张宜博士的研究方向为马氏决策、随机博弈及其应用。已在SIAM J. Control Optim.,Math.Oper. Res, IEEE Trans. Automat. Control等知名期刊发表论文三十余篇,与合作者出版专著一部。

 

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