Controlled diffusion processes with Markovian switchings for modeling dynamical engineering systems

DOI10.1016/j.ejor.2012.02.040zbMath1253.93122OpenAlexW2128387855MaRDI QIDQ1926896

Rosario Romera, Héctor Cañada

Publication date: 29 December 2012

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10016/4668

zbMATH Keywords

simulationstochastic differential equationsuncertainty modelingcontrolled Markov chains

Mathematics Subject Classification ID

Diffusion processes (60J60) Ordinary differential equations and systems with randomness (34F05) Stochastic systems in control theory (general) (93E03) Numerical solutions to stochastic differential and integral equations (65C30) Continuous-time Markov processes on discrete state spaces (60J27)

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