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Dynamic programming for semi-Markov modulated SDEs - MaRDI portal

Dynamic programming for semi-Markov modulated SDEs (Q5093684)

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scientific article; zbMATH DE number 7565460
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English
Dynamic programming for semi-Markov modulated SDEs
scientific article; zbMATH DE number 7565460

    Statements

    title
    Dynamic programming for semi-Markov modulated SDEs (English)
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    published in
    Optimization
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    publication date
    1 August 2022
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    zbMATH Keywords
    stochastic optimal control
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    dynamic programming
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    semi-Markov processes
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    cites work
    Q5820981
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    Q3233738
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    Q4255599
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    Q3692527
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    Q3992729
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    Identifiers

    Mathematics Subject Classification ID
    90C39
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    91G80
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    49J55
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    60K15
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    zbMATH DE Number
    7565460
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    OpenAlex ID
    W3095122676
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