Numerical Method for Control of Piecewise-Deterministic Markov Processes

Benoîte de Saporta 1, 2 François Dufour 1
1 CQFD - Quality control and dynamic reliability
IMB - Institut de Mathématiques de Bordeaux, Inria Bordeaux - Sud-Ouest
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Benoîte de Saporta, François Dufour. Numerical Method for Control of Piecewise-Deterministic Markov Processes. Romain Azaïs; Florian Bouguet. Statistical Inference for Piecewise-deterministic Markov Processes, Wiley, chapter 5, 2018, 9781119544036. ⟨hal-01865551⟩

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