Robust Statistic Estimation in Constrained Optimal Control Problems of Pollution Accumulation (Part II: Markovian Switchings)
- Beatris Adriana Escobedo-Trujillo,
- ,
- Carmen Geraldi Higuera-Chan,
- Francisco Alejandro Alaffita-Hernández
- Universidad Veracruzana,
- ,
- ,
- Universidad de Sonora
Research Output: Contribution to journal Article Peer-review
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Research Output: Contribution to journal Article Peer-review
Original language
EnglishArticle number
1045Journal (Volume, Issue Number)
Mathematics (Volume 11, Issue 4)Publication milestones
- Published - 01/02/2023
Publication status
Published - 01/02/2023
External Publication IDs
- Scopus: 85148949377
Abstract
This piece is a follow-up of the research started by the authors on the constrained optimal control problem applied to pollution accumulation. We consider a dynamic system governed by a diffusion process with multiple modes that depends on an unknown parameter. We will study the components of the model and their restrictions and propose a scheme to solve the problem in which it is possible to determine (adaptive) policies that maximize a suitable discounted reward criterion using standard dynamic programming techniques in combination with discrete estimation methods for the unknown parameter. Finally, we develop a numerical example to illustrate our results with a particular case of the method of minimum least square error approximation.
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