Numerical method for impulse control of piecewise deterministic Markov processes
type: Item
instance of: scholarly article
title: Numerical method for impulse control of piecewise deterministic Markov processes
zbMATH Open document ID: 1246.93129
author: Benoîte de Saporta
author: F. Dufour
published in: Automatica
publication date: 2012-08-27T00:00:00Z
full work available at URL: https://arxiv.org/abs/1011.5812
Mathematics Subject Classification ID: 93E25
Mathematics Subject Classification ID: 60J75
zbMATH DE Number: 6072652
zbMATH Keywords: impulse control
zbMATH Keywords: piecewise deterministic Markov processes
zbMATH Keywords: long-run average cost
zbMATH Keywords: numerical approximation
zbMATH Keywords: quantization
MaRDI profile type: Publication
OpenAlex ID: W2951144003
arXiv ID: 1011.5812
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DOI: 10.1016/J.AUTOMATICA.2012.02.031
description: scientific article; zbMATH DE number 6072652