A representation theory for the impulse control of jump processes
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Publication:3946061
DOI10.1080/17442508208833222zbMath0485.93078OpenAlexW1972451889MaRDI QIDQ3946061
Publication date: 1982
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508208833222
Dynkin formulaimpulse control of jump processesinstantaneous jumpsstate space representations of functionals
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Cites Work
- Optimal switching among a finite number of Markov processes
- Semigroups of conditioned shifts and approximation of Markov processes
- Nouvelles méthodes en contrôle impulsionnel
- State estimation for partially observed Markov chains
- A survey of the theory of spectral operators
- Representation results for jump processes with application to optimal stopping
- Control of systems with jump Markov disturbances
- Optimal control of a jump process
- Optimal Impulse Control of a Diffusion Process with Both Fixed and Proportional Costs of Control
- Optimal Control of Jump Processes
- Techniques probabilistes dans le contrôle impulsionnel
- Necessary and Sufficient Dynamic Programming Conditions for Continuous Time Stochastic Optimal Control
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