On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance (Q1265919)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance |
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On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance (English)
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1998
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non-relaxed controls
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piecewise deterministic Markov processes
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optimal stationary policy of feedback
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Bellman equation
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