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

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-.1016/j.automatica.2016.11.039
@@ Property / DOI: 10.1016/j.automatica.2016.11.039 / rank @@
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+.07859
@@ Property / arXiv ID: 1603.07859 / rank @@
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@@ Property / cites work @@
+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
@@ Property / cites work: Q3680030 / rank @@
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@@ Property / cites work @@
+Q3136505
@@ Property / cites work: Q3136505 / rank @@
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@@ Property / cites work @@
+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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@@ Property / DOI @@
+.1016/J.AUTOMATICA.2016.11.039
@@ Property / DOI: 10.1016/J.AUTOMATICA.2016.11.039 / rank @@
+Normal rank