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Optimal impulsive control of piecewise deterministic Markov processes
7 references·0 citing·18 second hop
Optimal impulsive control of piecewise deterministic Markov processes (2016)Optimal impulsive control of piecewise de…Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes (2016)Constrained and Unconstrained…Impulsive Control for Continuous-Time Markov Decision Processes (2015)Impulsive Control for Continu…Impulse Control of Piecewise Deterministic Markov Processes (1995)Impulse Control of Piecewise …Markov Models & Optimization (1993)Markov Models & OptimizationStochastic Optimal Control (1989)Stochastic Optimal ControlStochastic Calculus and Applications. (1986)Stochastic Calculus and Appli…Calcul Stochastique et Problèmes de Martingales (1979)Calcul Stochastique et Problè…Point Processes and Queues (1981)Necessary and sufficient optimality conditions for control of piecewise deterministic markov processes (1992)On Some Ergodic Impulse Control Problems with Constraint (2018)Optimum consumption and portfolio rules in a continuous-time model (1971)Public Investment, the Rate of Return, and Optimal Fiscal Policy. (1971)A theory of rolling horizon decision making (1991)The strategic bombing of German cities during World War II and its impact on city growth (2004)Arbitrage and duality in nondominated discrete-time models (2015)The fundamental theorem of asset pricing for unbounded stochastic processes (1998)The asymptotic elasticity of utility functions and optimal investment in incomplete markets (1999)Time-changed Lévy processes and option pricing (2003)On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance (1998)Stability and convergence of moments for multiclass queueing networks via fluid limit models (1995)Controlled diffusion models for optimal dividend pay-out (1997)Dynamic modeling and control of supply chain systems: A review (2007)A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios (1986)General Equilibrium Pricing of Options on the Market Portfolio with Discontinuous Returns (1990)Pricing the risks of default (1998)
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References

  • 1979Calcul Stochastique et Problèmes de Martingales1,161 cited
  • 1993Markov Models & Optimization861 cited
  • 1986Stochastic Calculus and Applications.673 cited
  • 1989Stochastic Optimal Control386 cited
  • 1995Impulse Control of Piecewise Deterministic Markov Processes41 cited
  • 2016Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes26 cited
  • 2015Impulsive Control for Continuous-Time Markov Decision Processes21 cited

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