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Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains
Statistics and Probability Letters, 2018Joris Bierkens +2 more
exaly
A Dynamic Programming Algorithm for the Optimal Control of Piecewise Deterministic Markov Processes
SIAM Journal on Control and Optimization, 2001exaly
Optimal Control of Piecewise Deterministic Markov Processes
2015Costa, Oswaldo +2 more
openaire +1 more source
Average control of piecewise deterministic Markov processes
2010Costa, Oswaldo, Dufour, François
openaire +1 more source

