Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049): Difference between revisions
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| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J75 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6708700 / rank | |||
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backward stochastic differential equations | |||
| Property / zbMATH Keywords: backward stochastic differential equations / rank | |||
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optimal control problems | |||
| Property / zbMATH Keywords: optimal control problems / rank | |||
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semi-Markov processes | |||
| Property / zbMATH Keywords: semi-Markov processes / rank | |||
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marked point processes | |||
| Property / zbMATH Keywords: marked point processes / rank | |||
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Revision as of 06:24, 1 July 2023
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)
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28 April 2017
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backward stochastic differential equations
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optimal control problems
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semi-Markov processes
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marked point processes
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