Numerical method for impulse control of piecewise deterministic Markov processes (Q445881)

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scientific article; zbMATH DE number 6072652
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Numerical method for impulse control of piecewise deterministic Markov processes
scientific article; zbMATH DE number 6072652

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    Numerical method for impulse control of piecewise deterministic Markov processes (English)
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    27 August 2012
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    impulse control
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    piecewise deterministic Markov processes
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    long-run average cost
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    numerical approximation
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    quantization
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