On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance (Q1265919): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Controlled diffusion models for optimal dividend pay-out / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic optimal control. The discrete time case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Point processes and queues. Martingale dynamics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3313058 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and insurance risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3680030 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3728794 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3136505 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal capacity expansion under uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4865508 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3974815 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4936861 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Necessary and sufficient optimality conditions for control of piecewise deterministic markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Impulse control of piecewise deterministic Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Consumption and Exploration of Nonrenewable Resources under Uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reinsurance and ruin / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3212169 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin estimation for a general insurance risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4032143 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal proportional reinsurance policies for diffusion models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4850018 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lectures on the use of control theory in insurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a functional differential equation that arises in a Markov control problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian dynamic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal control of a one-dimensional storage process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Control with State-Space Constraint. II / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bellman inequalities in markov decision deterministic drift processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Verification Theorems for Markov Decision Processes with Controlled Deterministic Drift and Gradual and Impulsive Controls / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5667133 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some mathematical aspects of reinsurance / rank
 
Normal rank

Latest revision as of 16:14, 28 May 2024

scientific article
Language Label Description Also known as
English
On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance
scientific article

    Statements

    On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance (English)
    0 references
    0 references
    1998
    0 references
    non-relaxed controls
    0 references
    piecewise deterministic Markov processes
    0 references
    optimal stationary policy of feedback
    0 references
    Bellman equation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references