Quantifying and Managing Uncertainty in Piecewise-Deterministic Markov Processes
DOI10.1137/20m1357275zbMath1521.60041arXiv2008.00555OpenAlexW3046283067MaRDI QIDQ6177927
Unnamed Author, Elliot Cartee, Unnamed Author, Alexander Vladimirsky, Jacob Van Hook
Publication date: 31 August 2023
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.00555
optimal controlrobustnessuncertainty quantificationHamilton-Jacobi PDEspiecewise-deterministic process
Dynamic programming in optimal control and differential games (49L20) Other physical applications of random processes (60K40) Numerical analysis or methods applied to Markov chains (65C40) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Continuous-time Markov processes on discrete state spaces (60J27) Hamilton-Jacobi equations (35F21) Initial-boundary value problems for systems of nonlinear first-order PDEs (35F61)
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