Optimal stopping with continuous control of piecewise deterministic Markov processes

DOI10.1080/17442500008834245zbMath0967.60045OpenAlexW2021800402MaRDI QIDQ4504922

C. A. B. Raymundo, Oswaldo L. V. Costa, François Dufour

Publication date: 23 August 2001

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500008834245

zbMATH Keywords

optimal stoppingcontinuous controljump ratetransition measuredeterministic Markov processes

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)

Related Items (3)

Optimal control of infinite-dimensional piecewise deterministic Markov processes and application to the control of neuronal dynamics via optogenetics ⋮ Numerical method for optimal stopping of piecewise deterministic Markov processes ⋮ Characterization of the marginal distributions of Markov processes used in dynamic reliability

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