Results 151 to 160 of about 17,102 (166)

Piecewise Deterministic Markov Processes

2008
openaire   +1 more source

Finite-horizon piecewise deterministic Markov decision processes with unbounded transition rates

Stochastics, 2019
Yonghui Huang, Xianping Guo
exaly  

Piecewise Deterministic Markov Processes

2006
openaire   +1 more source

Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes

SIAM Journal on Control and Optimization, 2016
Olv Costa
exaly  

Optimal Control of Piecewise Deterministic Markov Processes

2022
Costa, O., Dufour, François
openaire   +1 more source

Substochastic semigroups and densities of piecewise deterministic Markov processes

Journal of Mathematical Analysis and Applications, 2009
Marta Tyran-Kamińska
exaly  

Asymptotic expansion and central limit theorem for multiscale piecewise-deterministic Markov processes

Stochastic Processes and Their Applications, 2012
Gilles Wainrib
exaly  

Necessary and sufficient optimality conditions for control of piecewise deterministic markov processes

Stochastic and Stochastics Reports, 1992
exaly  

Impulse and continuous control of piecewise deterministic Markov processes

Stochastic and Stochastics Reports, 2000
Olv Costa
exaly  

Optimal impulsive control of piecewise deterministic Markov processes

Stochastics, 2016
exaly