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

@@ Property / DOI @@
-.1016/j.automatica.2016.11.039
@@ Property / DOI: 10.1016/j.automatica.2016.11.039 / rank @@
-Normal rank
@@ Property / author @@
-Benoîte De Saporta
@@ Property / author: Benoîte De Saporta / rank @@
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@@ Property / author @@
-François Dufour
@@ Property / author: François Dufour / rank @@
-Normal rank
@@ Property / author @@
+Benoîte De Saporta
@@ Property / author: Benoîte De Saporta / rank @@
+Normal rank
@@ Property / author @@
+François Dufour
@@ Property / author: François Dufour / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E03
@@ Property / Mathematics Subject Classification ID: 93E03 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C30
@@ Property / Mathematics Subject Classification ID: 93C30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B40
@@ Property / Mathematics Subject Classification ID: 93B40 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C39
@@ Property / Mathematics Subject Classification ID: 90C39 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6685187
@@ Property / zbMATH DE Number: 6685187 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+impulse control
@@ Property / zbMATH Keywords: impulse control / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+piecewise deterministic Markov processes
@@ Property / zbMATH Keywords: piecewise deterministic Markov processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+optimal strategy
@@ Property / zbMATH Keywords: optimal strategy / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+long-run average cost
@@ Property / zbMATH Keywords: long-run average cost / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dynamic programming
@@ Property / zbMATH Keywords: dynamic programming / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2962870554
@@ Property / OpenAlex ID: W2962870554 / rank @@
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@@ Property / arXiv ID @@
+.07859
@@ Property / arXiv ID: 1603.07859 / rank @@
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@@ Property / cites work @@
+Markov decision processes with applications to finance.
+Normal rank
@@ Property / cites work @@
+On the long time behavior of the TCP window size process
+Normal rank
@@ Property / cites work @@
+Approximations for optimal stopping of a piecewise-deterministic process
+Normal rank
@@ Property / cites work @@
+Impulse control of piecewise-deterministic processes
+Normal rank
@@ Property / cites work @@
+Martingales and insurance risk
@@ Property / cites work: Martingales and insurance risk / rank @@
+Normal rank
@@ Property / cites work @@
+Q3680030
@@ Property / cites work: Q3680030 / rank @@
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@@ Property / cites work @@
+Q3136505
@@ Property / cites work: Q3136505 / rank @@
+Normal rank
@@ Property / cites work @@
+Impulse control of piecewise deterministic Markov processes
+Normal rank
@@ Property / cites work @@
+Numerical method for impulse control of piecewise deterministic Markov processes
+Normal rank
@@ Property / cites work @@
+Numerical method for optimal stopping of piecewise deterministic Markov processes
+Normal rank
@@ Property / cites work @@
+Statistical estimation of a growth-fragmentation model observed on a genealogical tree
+Normal rank
@@ Property / cites work @@
+Optimality conditions for impulsive control of piecewise-deterministic processes
+Normal rank
@@ Property / cites work @@
+Optimal stopping of a piecewise-deterministic markov process
+Normal rank
@@ Property / cites work @@
+Viscosity solutions associated with impulse control problems for piecewise-deterministic processes
+Normal rank
@@ Property / cites work @@
+Fluid limit theorems for stochastic hybrid systems with application to neuron models
+Normal rank
@@ Property / DOI @@
+.1016/J.AUTOMATICA.2016.11.039
@@ Property / DOI: 10.1016/J.AUTOMATICA.2016.11.039 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:510120