Constrained and Unconstrained Optimal Control of Piecewise Deterministic Markov Processes

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https://hal.inria.fr/hal-01665741
Contributor : François Dufour <>
Submitted on : Saturday, December 16, 2017 - 6:25:32 PM
Last modification on : Tuesday, February 12, 2019 - 4:32:08 PM

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Oswaldo Costa, François Dufour, Alexey Piunovskiy. Constrained and Unconstrained Optimal Control of Piecewise Deterministic Markov Processes. Modern Trends in Controlled Stochastic Processes, 2015. ⟨hal-01665741⟩

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