Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function (Q3177920)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function |
scientific article |
Statements
Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function (English)
0 references
2 August 2018
0 references
backward stochastic differential equations
0 references
optimal control problems
0 references
piecewise deterministic Markov processes
0 references
randomization of controls
0 references
discounted cost
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
