Optimal impulsive control of piecewise deterministic Markov processes-Reference-Cited by-同舟云学术

Optimal impulsive control of piecewise deterministic Markov processes

Published:2016-06-21 Issue:7 Volume:88 Page:1073-1098
ISSN:1744-2508
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Dufour F.¹,Horiguchi M.²,Piunovskiy A. B.³

Affiliation:

1. Institut Polytechnique de Bordeaux INRIA Bordeaux Sud Ouest, Team: CQFD IMB Institut de Mathématiques de Bordeaux, Université de Bordeaux, Talence, France.

2. Faculty of Science, Department of Mathematics and Physics, Kanagawa University, Hiratsuka-shi, Japan.

3. Department of Mathematical Sciences, University of Liverpool, Liverpool, UK.

Publisher

Informa UK Limited

Subject

Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442508.2016.1197925

Reference15 articles.

1. A Hitchhiker’s Guide;Aliprantis C.D.,2006

2. The Discrete Time Case;Bertsekas D.P.,1978

3. Continuous Average Control of Piecewise Deterministic Markov Processes

4. Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes

5. Impulse and continuous control of piecewise deterministic Markov processes

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