Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q56527066, #quickstatements; #temporary_batch_1707161894653 |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of semi-Markov processes with a backward stochastic differential equations approach |
scientific article |
Statements
Optimal control of semi-Markov processes with a backward stochastic differential equations approach (English)
0 references
28 April 2017
0 references
backward stochastic differential equations
0 references
optimal control problems
0 references
semi-Markov processes
0 references
marked point processes
0 references
