Results 71 to 80 of about 1,345 (165)

Poster Sessions

open access: yes
HemaSphere, Volume 10, Issue S1, June 2026.
wiley   +1 more source

Publication Only

open access: yes
HemaSphere, Volume 10, Issue S1, June 2026.
wiley   +1 more source

Optimal control of piecewise deterministic Markov processes.

open access: yes, 1990
This thesis describes a complete theory of optimal control of piecewise deterministic Markov processes under weak assumptions. The theory consists of a description of the processes, a nonsmooth stochastic maximum principle as a necessary optimality ...
Ye, Juan Juan.
core  

Abel-type Results for Controlled Piecewise Deterministic Markov Processes

open access: yes, 2017
International audienceIn this paper we prove that, in the framework of continuous control problems for piecewise deterministic Markov processes, the existence of a uniform limit for discounted value functions as the discount factor vanishes implies ...
Goreac, Dan, Serea, Oana-Silvia
core   +1 more source

Modelling and Estimating the Forward Price Curve in the Energy Market [PDF]

open access: yes
The stochastic or random nature of commodity prices plays a central role in models for valuing financial contingent claims on commodities. In this paper, by enhancing a multifactor framework which is consistent not only with the market observable forward
Les Clewlow, Boda Kang, Carl Chiarella
core  

Piecewise deterministic Markov processes : an analytic approach

open access: yes, 2013
The subject of this thesis, piecewise deterministic Markov processes, an analytic approach, is on the border between analysis and probability theory. Such processes can either be viewed as random perturbations of deterministic dynamical systems in an ...
Alkurdi, T.S.O.
core  

Bayes-Adaptive Impulse Control of Piecewise-Deterministic Markov Processes

open access: yes
We introduce a Bayes-adaptive framework for controlling Piecewise-Deterministic Markov Processes (PDMPs) under partial observability and uncertain parameters.PDMPs form a class of continuous-time Markov processes that capture hybrid (discrete–continuous)
Vinyals, Meritxell   +4 more
core  

A hybrid framework for compartmental models enabling simulation-based inference. [PDF]

open access: yesJ Math Biol
Germano DPJ   +5 more
europepmc   +1 more source

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