Results 171 to 180 of about 1,363 (183)

On explicit L2-convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms

Annals of Applied Probability, 2022
Jianfeng Lu, Lihan Wang
exaly  

Optimal impulsive control of piecewise deterministic Markov processes

Stochastics, 2016
F Dufour
exaly  

Optimal Control of Partially Observable Piecewise Deterministic Markov Processes

SIAM Journal on Control and Optimization, 2018
Nicole Bäuerle
exaly  

Piecewise Deterministic Markov Processes

2006
openaire   +1 more source

A Dynamic Programming Algorithm for the Optimal Control of Piecewise Deterministic Markov Processes

SIAM Journal on Control and Optimization, 2001
Anthony Almudevar
exaly  

Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes

SIAM Journal on Control and Optimization, 2016
O L V Costa, F Dufour
exaly  

Piecewise Deterministic Markov Processes

2008
openaire   +1 more source

Markov Renewal and Piecewise Deterministic Processes

2021
openaire   +2 more sources

Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes

Stochastics, 2019
O L V Costa, F Dufour
exaly  

A new characterization of the jump rate for piecewise-deterministic Markov processes with discrete transitions

Communications in Statistics - Theory and Methods, 2018
Romain Azais
exaly