Bang-bang controls of point processes

DOI10.2307/1425910MaRDI QIDQ4118592zbMATH OpenOpenAlexFDO

Authors Pierre Brémaud

Publication date 1976

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1425910

Mathematics Subject Classification ID

Stochastic processes (60G99) Optimal stochastic control (93E20)

Cited in

(17)

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• Time-dependent coefficients in a Cox-type regression model
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• Large deviation principle in nonparametric estimation of marked point processes
• Rate conservation laws: A survey
• Optimality for controlled jump processes: A simple approach
• Conservation laws and reflection mappings with an application to multiclass mean value analysis for stochastic fluid queues
• Optimal stochastic control of the intensity of point processes
• On signalling and estimation limits for molecular birth-processes
• Analysis of airline seat control with region factor
• Optimality of an affine intensity policy for maximizing the probability of an arrival count in point-process intensity control
• Last minute panic in zero sum games
• Optimal Investment-consumption for Partially Observed Jump-diffusions
• Stochastic ordering and thinning of point processes

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