Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function (Q3177920): Difference between revisions

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Latest revision as of 05:43, 16 July 2024

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Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function
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    Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function (English)
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    2 August 2018
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    backward stochastic differential equations
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    optimal control problems
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    piecewise deterministic Markov processes
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    randomization of controls
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    discounted cost
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