Pages that link to "Item:Q2753217"
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The following pages link to A Dynamic Programming Algorithm for the Optimal Control of Piecewise Deterministic Markov Processes (Q2753217):
Displaying 17 items.
- Abel-type results for controlled piecewise deterministic Markov processes (Q513387) (← links)
- Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) (← links)
- MDP algorithms for portfolio optimization problems in pure jump markets (Q964693) (← links)
- Optimal liquidation under partial information with price impact (Q1986008) (← links)
- Optimal control of infinite-dimensional piecewise deterministic Markov processes: a BSDE approach. Application to the control of an excitable cell membrane (Q2232766) (← links)
- Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes (Q2810984) (← links)
- Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function (Q3177920) (← links)
- Optimal control of a class of piecewise deterministic processes (Q3189131) (← links)
- Uniform Assymptotics in the Average Continuous Control of Piecewise Deterministic Markov Processes : Vanishing Approach (Q3465850) (← links)
- Optimal Control of Continuous-Time Markov Chains with Noise-Free Observation (Q4563379) (← links)
- Optimal Control of Partially Observable Piecewise Deterministic Markov Processes (Q4634986) (← links)
- Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information (Q4968923) (← links)
- Optimal Control of Piecewise Deterministic Markov Processes (Q5050079) (← links)
- Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes (Q5087027) (← links)
- Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation (Q5109197) (← links)
- Asymptotic Control for a Class of Piecewise Deterministic Markov Processes Associated to Temperate Viruses (Q5501223) (← links)
- Approximation methods for piecewise deterministic Markov processes and their costs (Q5743540) (← links)