APPROXIMATION FOR OPTIMAL STOPPING OF A PIECEWISE-DETERMINISTIC PROCESS.

被引：0
|
作者：
Costa, O.L.V. [1 ]
Davis, M.H.A. [1 ]
机构：
[1] Imperial Coll, London, Engl, Imperial Coll, London, Engl
来源：
Mathematics of Control, Signals, and Systems | 1988年 / 1卷 / 02期
关键词：
D O I：
暂无
中图分类号：
学科分类号：
摘要：
24
引用
收藏
页码：123 / 146
相关论文
共 50 条
  • [31] OPTIMALITY CONDITIONS FOR IMPULSIVE CONTROL OF PIECEWISE-DETERMINISTIC PROCESSES
    GATAREK, D
    MATHEMATICS OF CONTROL SIGNALS AND SYSTEMS, 1992, 5 (02) : 217 - 232
  • [32] Optimal stopping for measure-valued piecewise deterministic Markov processes
    Cloez, Bertrand
    De Saporta, Benoite
    Joubaud, Maud
    JOURNAL OF APPLIED PROBABILITY, 2020, 57 (02) : 497 - 512
  • [33] Optimal choice among a class of nonparametric estimators of the jump rate for piecewise-deterministic Markov processes
    Azais, Romain
    Muller-Gueudin, Aurelie
    ELECTRONIC JOURNAL OF STATISTICS, 2016, 10 (02): : 3648 - 3692
  • [34] Autocatalytic genetic networks modeled by piecewise-deterministic Markov processes
    Zeiser, Stefan
    Franz, Uwe
    Liebscher, Volkmar
    JOURNAL OF MATHEMATICAL BIOLOGY, 2010, 60 (02) : 207 - 246
  • [35] Autocatalytic genetic networks modeled by piecewise-deterministic Markov processes
    Stefan Zeiser
    Uwe Franz
    Volkmar Liebscher
    Journal of Mathematical Biology, 2010, 60 : 207 - 246
  • [36] OPTIMAL DIVIDEND-PENALTY POLICIES FOR A PIECEWISE-DETERMINISTIC COMPOUND POISSON RISK MODEL WITH TRANSACTION COSTS
    Zheng, Qingyun
    Liu, Yuying
    JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2024, 20 (05) : 1897 - 1915
  • [37] Towards a theory of sampled data piecewise-deterministic Markov processes
    Herencia-Zapana, Heber
    Gonzalez, Oscar R.
    Gray, W. Steven
    PROCEEDINGS OF THE 45TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-14, 2006, : 944 - 949
  • [38] PIECEWISE-DETERMINISTIC MARKOV PROCESSES AS LIMITS OF MARKOV JUMP PROCESSES
    Franz, Uwe
    Liebscher, Volkmar
    Zeiser, Stefan
    ADVANCES IN APPLIED PROBABILITY, 2012, 44 (03) : 729 - 748
  • [39] Piecewise-deterministic differential games and dynamic teams with hybrid controls
    Altman, E
    Basar, T
    Pan, ZG
    ADVANCES IN DYNAMIC GAMES AND APPLICATIONS, 2000, 5 : 223 - 256
  • [40] ON LEVEL CROSSINGS FOR A GENERAL CLASS OF PIECEWISE-DETERMINISTIC MARKOV PROCESSES
    Borovkov, K.
    Last, G.
    ADVANCES IN APPLIED PROBABILITY, 2008, 40 (03) : 815 - 834
12345