Optimal control of a class of piecewise deterministic processes

DOI10.1017/S0956792513000259zbMath1295.93072OpenAlexW2332427390MaRDI QIDQ3189131

Mario Annunziato, Alfio Borzì

Publication date: 9 September 2014

Published in: European Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0956792513000259

zbMATH Keywords

hybrid systemsFokker-Planck equationsMarkov renewal processesstability and convergence of numerical methodsoptimal control problems involving partial differential equations

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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