scientific article; zbMATH DE number 425394
From MaRDI portal
Publication:3136505
zbMATH Open0780.60002MaRDI QIDQ3136505FDOQ3136505
Authors: Mark H. A. Davis 
Publication date: 5 October 1993
Title of this publication is not available (Why is that?)
Recommendations
- Continuous average control of piecewise deterministic Markov processes
- Optimal control of piecewise deterministic markov process
- Numerical methods for simulation and optimization of piecewise deterministic Markov processes. Application to reliability
- Necessary and sufficient optimality conditions for control of piecewise deterministic markov processes
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Optimal stochastic control (93E20)
Cited In (only showing first 100 items - show all)
- Random dynamical systems with jumps
- Hybrid behaviour of Markov population models
- Mean-field analysis of hybrid Markov population models with time-inhomogeneous rates
- Stability analysis for stochastic hybrid systems: a survey
- Averaging for a Fully Coupled Piecewise-Deterministic Markov Process in Infinite Dimensions
- Stochastic stability of linear systems with semi-Markovian jump parameters
- PORTFOLIO OPTIMIZATION WITH JUMPS AND UNOBSERVABLE INTENSITY PROCESS
- Asymptotic stability of solutions to Volterra-renewal integral equations with space maps
- Approximation of Optimal Reinsurance and Dividend Payout Policies
- Convergence of stochastic gene networks to hybrid piecewise deterministic processes
- Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case
- Approximation metrics based on probabilistic bisimulations for general state-space Markov processes: a survey
- On the optimal dividend problem for insurance risk models with surplus-dependent premiums
- The central limit theorem for random dynamical systems
- Double Optimal Stopping in the Fishing Problem
- A separation principle for the \(H_{2}\)-control of continuous-time infinite Markov jump linear systems with partial observations
- Simulation-based optimization of Markov reward processes
- Optimal proportional reinsurance policies for diffusion models
- Exponential \(H_{\infty }\) filtering for time-varying delay systems: Markovian approach
- Hybrid dynamics of stochastic programs
- Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates
- Qualitative properties of certain piecewise deterministic Markov processes
- Controlled diffusion models for optimal dividend pay-out
- Coordinate sampler: a non-reversible Gibbs-like MCMC sampler
- Stability results for a general class of interacting point processes dynamics, and applications
- On the expectation of total discounted operating costs up to default and its applications
- Asymptotic independence of queues under randomized load balancing
- Non-equilibrium thermodynamics of piecewise deterministic Markov processes
- The limiting dynamics of a bistable molecular switch with and without noise
- On the total operating costs up to default in a renewal risk model
- Strategic financial risk management and operations research
- Manufacturing systems with random breakdowns and deteriorating items
- Optimal control of semi-Markov processes with a backward stochastic differential equations approach
- Long time behavior of telegraph processes under convex potentials
- Transport processes with random jump rate
- Spatio-temporal averaging for a class of hybrid systems and application to conductance-based neuron models
- Impulsive control for continuous-time Markov decision processes: a linear programming approach
- Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
- Self-triggered linear quadratic control
- Sequential tracking of a hidden Markov chain using point process observations
- A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes
- Modeling of applied problems by stochastic systems and their analysis using the moment equations
- Separation of time-scales and model reduction for stochastic reaction networks
- Some simple but challenging Markov processes
- Probabilistic reachability and safety for controlled discrete time stochastic hybrid systems
- Linearization techniques for controlled piecewise deterministic Markov processes; application to Zubov's method
- Approximate and approximate null-controllability of a class of piecewise linear Markov switch systems
- Verification of discrete time stochastic hybrid systems: a stochastic reach-avoid decision problem
- Large deviations for Markovian nonlinear Hawkes processes
- Model checking single agent behaviours by fluid approximation
- System design of stochastic models using robustness of temporal properties
- Non-stationary semi-Markov decision processes on a finite horizon
- Optimal control of stochastic hybrid system with jumps: a numerical approximation
- Substochastic semigroups and densities of piecewise deterministic Markov processes
- Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach
- Hybrid semantics for Bio-PEPA
- Portfolio optimization in discontinuous markets under incomplete information
- Continuous random dynamical systems
- Decay of tails at equilibrium for FIFO join the shortest queue networks
- A Liapounov bound for solutions of the Poisson equation
- Towards the optimal control of Markov chains with constraints
- Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model
- Continuous feedback fluid queues
- Algebraic invariance conditions in the study of approximate (null-)controllability of Markov switch processes
- Finite Horizon Decision Timing with Partially Observable Poisson Processes
- Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion
- \(L^p\) solution of backward stochastic differential equations driven by a marked point process
- The stochastic rotation problem: A generalization of Faustmann's formula to stochastic forest growth
- Double-barrier Parisian options
- Ergodicity of dissipative differential equations subject to random impulses
- A model for stochastic hybrid systems with application to communication networks
- Approximation of General Stochastic Hybrid Systems by Switching Diffusions with Random Hybrid Jumps
- Continuous average control of piecewise deterministic Markov processes
- Title not available (Why is that?)
- Dissipative control for singular Markovian jump systems with time delay
- Double optimal stopping of a risk process
- Hitting times and the running maximum of Markovian growth-collapse processes
- Stability and optimality of a multi-product production and storage system under demand uncertainty
- On level crossings for a general class of piecewise-deterministic Markov processes
- The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method
- Backward stochastic differential equations associated to jump Markov processes and applications
- Constrained and unconstrained optimal discounted control of piecewise deterministic Markov processes
- Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy
- Computable exponential convergence rates for stochastically ordered Markov processes
- Flow control as a stochastic optimal control problem with incomplete information
- Dynamic modeling and control of supply chain systems: A review
- Characterization of the marginal distributions of Markov processes used in dynamic reliability
- TCP and iso-stationary transformations
- Modified log-Sobolev inequality for a compact pure jump Markov process with degenerate jumps
- On Some Impulse Control Problems with Constraint
- Finite-time cluster synchronization for a class of fuzzy cellular neural networks via non-chattering quantized controllers
- The Markovian shot-noise risk model: a numerical method for Gerber-Shiu functions
- The first exit time and ruin time for a risk process with reserve-dependent income.
- Optimal cash management problem for compound Poisson processes with two-sided jumps
- Continuous-Time Markov Decision Processes with Exponential Utility
- Smooth invariant densities for random switching on the torus
- Optimal stopping for partially observed piecewise-deterministic Markov processes
- Finite-time synchronization of coupled Markovian discontinuous neural networks with mixed delays
- Large deviations of the current in stochastic collisional dynamics
- Optimal Market Making under Partial Information with General Intensities
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3136505)
