scientific article; zbMATH DE number 1174959

DOI<423::AID-OCA612>3.0.CO;2-5 10.1002/(SICI)1099-1514(199711/12)18:6<423::AID-OCA612>3.0.CO;2-5zbMath0911.49019MaRDI QIDQ4398188

Fabio Camilli

Publication date: 5 November 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

dynamic programmingnumerical schemesviscosity solutionspiecewise deterministic processesintegro-differential Hamilton-Jacobi-Bellman equation

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Integro-ordinary differential equations (45J05) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Existence of optimal solutions to problems involving randomness (49J55)

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Cites Work

• Optimal control of piecewise deterministic markov process
• Integro-differential equations associated with optimal stopping time of a piecewise-deterministic process
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