Numerical method for impulse control of piecewise deterministic Markov processes (Q445881): Difference between revisions
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Property / author: Benoîte De Saporta / rank | |||
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Property / Mathematics Subject Classification ID: 93E25 / rank | |||
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Property / Mathematics Subject Classification ID: 60J75 / rank | |||
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Property / zbMATH DE Number: 6072652 / rank | |||
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impulse control | |||
Property / zbMATH Keywords: impulse control / rank | |||
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piecewise deterministic Markov processes | |||
Property / zbMATH Keywords: piecewise deterministic Markov processes / rank | |||
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long-run average cost | |||
Property / zbMATH Keywords: long-run average cost / rank | |||
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numerical approximation | |||
Property / zbMATH Keywords: numerical approximation / rank | |||
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quantization | |||
Property / zbMATH Keywords: quantization / rank | |||
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Revision as of 09:01, 30 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Numerical method for impulse control of piecewise deterministic Markov processes |
scientific article |
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Numerical method for impulse control of piecewise deterministic Markov processes (English)
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27 August 2012
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impulse control
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piecewise deterministic Markov processes
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long-run average cost
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numerical approximation
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quantization
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