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Optimal control of piecewise deterministic markov process - MaRDI portal

Optimal control of piecewise deterministic markov process (Q3682371)

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Optimal control of piecewise deterministic markov process
scientific article

    Statements

    title
    Optimal control of piecewise deterministic markov process (English)
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    author
    Domokos Vermes
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    published in
    Stochastics
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    publication date
    1985
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    zbMATH Keywords
    piecewise deterministic Markov process
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    jump behaviour
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    Hamilton-Jacobi- Bellman equation,
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    value function
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    60J25
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    49K45
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    90C39
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    49L20
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    60J75
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    90C25
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    zbMATH DE Number
    3904477
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    OpenAlex ID
    W2163246781
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