Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function (Q3177920): Difference between revisions
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Revision as of 10:03, 5 March 2024
scientific article
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English | 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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