Impulse and continuous control of piecewise deterministic Markov processes-Reference-Cited by-同舟云学术

Impulse and continuous control of piecewise deterministic Markov processes

Published:2000-07 Issue:1-2 Volume:70 Page:75-107
ISSN:1045-1129
Container-title:Stochastics and Stochastic Reports
language:en
Short-container-title:Stochastics and Stochastic Reports

Author:

Costa O.L.V.¹,C.A.B. Raymundo²

Affiliation:

1. a Departamento de Engenharia de Telecomunicacões e Controle , Escola Politécnica da Universidade de São Paulo , C.P.61548 – CEP, SãSo Paulo, SP, 05424 970, Brazil

2. b Departamento de Engenharia de Telecomunicacões e Controle , Escola Politécnica da Universidade de São Paulo , C.P.61548 – CEP, SãSo Paulo, SP, 05424 970, Brazil

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442500008834246

Reference32 articles.

1. Nouvelles Methodes en Contr�le Impulsionnel

2. Bensoussan , A. and Lions , J.L. 1978. “Applications des Inequations Variationnelles en Contrôle Stochastique”. Paris: Dunod.

3. Bensoussan , A. and Lions , J.L. 1982. “Contrôle Impulsionnel et Inéquations Quasi-Variation-nelles”. Paris: Dunod.

4. Bertsekas , D.P. and Shreve , S.E. 1978. “Stochastic Optimal Control – The Discrete-Time Case”. New York: Academic Press.

5. Impulse control of piecewise-deterministic processes via linear programming

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