OPTIMAL THINNING OF A POINT PROCESS

被引：17

作者：

BREMAUD, P

机构：

[1] UNIV CALIF BERKELEY,DEPT ELECT ENGN & COMP SCI,BERKELEY,CA 94720

[2] UNIV CALIF BERKELEY,ELECTR RES LAB,BERKELEY,CA 94720

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1979年 / 17卷 / 02期

关键词：

Engineering Village;

D O I：

10.1137/0317017

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

It is shown that a problem of control in which decisions occur at the jump times of an observed point process can be reformulted as an intensity control problem, and also that the methods of dynamic programming can accommodate the case of random controls. The question of equivalence of various information patterns (whether input only, regulated input only, or both input and regulated input are observed) is answered by the affirmative.

引用

页码：222 / 230

页数：9

共 14 条

[1] BENSOUSSAN A, 1975, J APPL MATH, V1, P289
[2] BISMUT JM, UNPUBLISHED
[3] MARTINGALES ON JUMP PROCESSES .1. REPRESENTATION RESULTS
BOEL, R
VARAIYA, P
WONG, E
[J]. SIAM JOURNAL ON CONTROL, 1975, 13 (05): : 999 - 1021
[4] OPTIMAL-CONTROL OF JUMP PROCESSES
BOEL, R
VARAIYA, P
[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1977, 15 (01) : 92 - 119
[5] POINT PROCESSES AND MARTINGALE - RECENT RESULTS ON MODELING AND FILTERING
BREMAUD, P
JACOD, J
[J]. ADVANCES IN APPLIED PROBABILITY, 1977, 9 (02) : 362 - 416
[6] BANG-BANG CONTROLS OF POINT PROCESSES
BREMAUD, P
[J]. ADVANCES IN APPLIED PROBABILITY, 1976, 8 (02) : 385 - 394
[7] BREMAUD P, 1974, J APPL PROBABILITY, V8, P396
[8] BREMAUD P, 1977, IMPULSIVE CONTROL PO
[9] BREMAUD P, 1974, LECTURE NOTES EC MAT, P107
[10] DELLACHERIE C, 1972, CAPACITES PROCESSUS

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