Optimal strategies for impulse control of piecewise deterministic Markov processes (Q510120): Difference between revisions

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+W2962870554
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+.07859
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+Markov decision processes with applications to finance.
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+On the long time behavior of the TCP window size process
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+Approximations for optimal stopping of a piecewise-deterministic process
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+Impulse control of piecewise-deterministic processes
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+Martingales and insurance risk
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+Q3680030
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+Q3136505
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+Impulse control of piecewise deterministic Markov processes
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+Numerical method for impulse control of piecewise deterministic Markov processes
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+Numerical method for optimal stopping of piecewise deterministic Markov processes
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+Statistical estimation of a growth-fragmentation model observed on a genealogical tree
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+Optimality conditions for impulsive control of piecewise-deterministic processes
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+Optimal stopping of a piecewise-deterministic markov process
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+Viscosity solutions associated with impulse control problems for piecewise-deterministic processes
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+Fluid limit theorems for stochastic hybrid systems with application to neuron models
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