scientific article; zbMATH DE number 686945

MaRDI QIDQ4313035zbMATH OpenFDO

Authors

Publication date 10 November 1994

zbMATH Keywords

Hamilton-Jacobi- Bellman equationslower Dini derivativesnecessary and sufficient optimality conditionpiecewise deterministic Markov processesrandom jumpsviscosity solutions

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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(7)

• Optimal control of infinite-dimensional piecewise deterministic Markov processes: a BSDE approach. Application to the control of an excitable cell membrane
• A dynamic programming algorithm for the optimal control of piecewise deterministic Markov processes
• Optimal control of piecewise deterministic markov process
• scientific article; zbMATH DE number 4042978 (Why is no real title available?)
• Necessary and sufficient optimality conditions for control of piecewise deterministic markov processes
• scientific article; zbMATH DE number 4188921 (Why is no real title available?)
• Non-local Hamilton-Jacobi-Bellman equations for the stochastic optimal control of path-dependent piecewise deterministic processes

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