Control of jump processes and applications

DOI10.24033/BSMF.1863MaRDI QIDQ4173271zbMATHOpenAlexFDO

Authors Jean-Michel Bismut

Publication date 1978

Published in Bulletin de la Société mathématique de France (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=BSMF_1978__106__25_0

zbMATH Keywords

Jump ProcessesDiffusions with Jumps

Mathematics Subject Classification ID

Diffusion processes (60J60) Optimal stochastic control (93E20) Probabilistic potential theory (60J45)

Cites work

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• Processus de Markov
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Cited in

(8)

• Dualit� convexe, temps d'arr�t optimal et contr�le stochastique
• ContrÔle stochastique, jeux et temps d'arrÊt: Applications de la théorie probabiliste du potentiel
• Sur un problème de dynkin
• A stochastic maximum principle for Markov chains of mean-field type
• Contr�le de processus alternants et applications
• Discount optimality throughout a set of parameters for one-dimensional transport processes
• Un probl�me de contr�le stochastique avec observation partielle
• scientific article; zbMATH DE number 3780339 (Why is no real title available?)

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