Minimum contrast estimators for piecewise deterministic Markov processes

DOI10.3934/NACO.2024023MaRDI QIDQ7026658zbMATH OpenFDO

Authors F. Dufour, Alexandre Genadot, Oswaldo Luiz V. Costa

Publication date 17 February 2025

Published in Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/NACO.2024023

zbMATH Keywords

adaptive controlcontinuous controlcontinuous-time Markov decision processminimum contrast estimatorpiecewise deterministic Markov process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Markov and semi-Markov decision processes (90C40)

Cites work

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Cited in

(3)

• Non-stationary value iteration for adaptive average control of piecewise deterministic Markov processes
• The bearing only localization problem via partially observed Markov decision process
• Adaptive nonstationary value iteration for discounted control of piecewise deterministic Markov processes

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