Change-point detection for piecewise deterministic Markov processes
DOI10.1016/J.AUTOMATICA.2018.08.011zbMath1406.93317arXiv1709.09467OpenAlexW2963078537MaRDI QIDQ1716530
Alice Cleynen, Benoîte De Saporta
Publication date: 5 February 2019
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1709.09467
discretizationoptimal controldecision makingdynamic programmingMarkov decision processesnumerical methodsquantizationfilteringMarkov modelsconvergence of numerical methods
Estimation and detection in stochastic control theory (93E10) Dynamic programming (90C39) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40) Stochastic systems in control theory (general) (93E03) Software, source code, etc. for problems pertaining to systems and control theory (93-04)
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