Optimal stopping with continuous control of piecewise deterministic Markov processes-Reference-Cited by-同舟云学术

Optimal stopping with continuous control of piecewise deterministic Markov processes

Published:2000-07 Issue:1-2 Volume:70 Page:41-73
ISSN:1045-1129
Container-title:Stochastics and Stochastic Reports
language:en
Short-container-title:Stochastics and Stochastic Reports

Author:

Costa O.L.V.¹,Raymundo C.A.B.²,F. Dufour³

Affiliation:

1. a Departamento de Engenharia de Telecomunicações e Controle , Escola Politécnica da Universidade de São Paulo , C.P.: 61548-CEP, São Paulo, SP, Brazil, 05424 970

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

3. c Laboratoire des Signaux et Systèmes,C.N.R.S.-E.S.E , Plateau de Moulon, Gif-sur-Yvette Cedex, 91192, France

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442500008834245

Reference21 articles.

1. Nouvelles Methodes en Contr�le Impulsionnel

2. Approximations for optimal stopping of a piecewise-deterministic process

3. Impulse Control of Piecewise Deterministic Systems

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