Optimal stopping for partially observed piecewise-deterministic Markov processes
DOI10.1016/j.spa.2013.03.006zbMath1291.60080arXiv1207.2886OpenAlexW2051021044MaRDI QIDQ2447709
Adrien Brandejsky, Benoîte De Saporta, François Dufour
Publication date: 28 April 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1207.2886
numerical methodoptimal stoppingquantizationfilteringpiecewise deterministic Markov processespartial observation
Continuous-time Markov processes on general state spaces (60J25) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
Related Items (5)
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