Numerical method for impulse control of piecewise deterministic Markov processes

DOI10.1016/J.AUTOMATICA.2012.02.031zbMath1246.93129arXiv1011.5812OpenAlexW2951144003MaRDI QIDQ445881

François Dufour, Benoîte De Saporta

Publication date: 27 August 2012

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.5812

zbMATH Keywords

quantizationnumerical approximationlong-run average costimpulse controlpiecewise deterministic Markov processes

Mathematics Subject Classification ID

Related Items (7)

Piecewise deterministic Markov process — recent results ⋮ Change-point detection for piecewise deterministic Markov processes ⋮ On piecewise linear processes ⋮ Optimal strategies for impulse control of piecewise deterministic Markov processes ⋮ Unnamed Item ⋮ Greedy vector quantization ⋮ Pointwise Convergence of the Lloyd I Algorithm in Higher Dimension

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