Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function (Q3177920)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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