Optimal control of a class of piecewise deterministic processes
From MaRDI portal
Publication:3189131
DOI10.1017/S0956792513000259zbMath1295.93072MaRDI QIDQ3189131
Publication date: 9 September 2014
Published in: European Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0956792513000259
hybrid systems; Fokker-Planck equations; Markov renewal processes; stability and convergence of numerical methods; optimal control problems involving partial differential equations
93E20: Optimal stochastic control
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
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