Control of jump processes and applications

DOI10.24033/BSMF.1863zbMATH Open0391.93036OpenAlexW2583425211MaRDI QIDQ4173271FDOQ4173271

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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• Théorie probabiliste du contrôle des diffusions
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• Processus de Markov
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• Temps d'arrÊt optimal, théorie générale des processus et processus de Markov
• Strongly supermedian functions and optimal stopping
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• Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales
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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
• Un probl�me de contr�le stochastique avec observation partielle
• 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
• Sur un problème de dynkin
• Title not available (Why is that?)

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