Results 151 to 160 of about 1,345 (165)

Risk-sensitive finite-horizon piecewise deterministic Markov decision processes

Operations Research Letters, 2020
Yonghui Huang, Zhaotong Lian, Xianping Guo   +2 more
exaly  

Optimal strategies for impulse control of piecewise deterministic Markov processes

Automatica, 2017
Benoite De Saporta, F Dufour
exaly  

Impulse and continuous control of piecewise deterministic Markov processes

Stochastic and Stochastics Reports, 2000
O L V Costa
exaly  

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

Stochastics, 2019
Yonghui Huang, Xianping Guo
exaly  

Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains

Statistics and Probability Letters, 2018
Joris Bierkens, Alexandre Bouchard-Côté, Arnaud Doucet   +2 more
exaly  

On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance

Insurance: Mathematics and Economics, 1998
Manfred Schäl
exaly  

Optimal impulsive control of piecewise deterministic Markov processes

Stochastics, 2016
F Dufour
exaly  

Piecewise Deterministic Markov Processes

2006
openaire   +1 more source

Piecewise Deterministic Markov Processes based approach applied to an offshore oil production system

Reliability Engineering and System Safety, 2014
Huilong Zhang, Fares Innal, F Dufour
exaly  

Piecewise Deterministic Markov Processes

2008
openaire   +1 more source