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Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes
dc.contributor.author | COSTA, O. | |
hal.structure.identifier | Méthodes avancées d’apprentissage statistique et de contrôle [ASTRAL] | |
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
hal.structure.identifier | Institut Polytechnique de Bordeaux [Bordeaux INP] | |
hal.structure.identifier | Inria Bordeaux - Sud-Ouest | |
dc.contributor.author | DUFOUR, François | |
dc.date.accessioned | 2024-04-04T02:43:04Z | |
dc.date.available | 2024-04-04T02:43:04Z | |
dc.date.issued | 2021-04 | |
dc.identifier.issn | 1432-2994 | |
dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/191302 | |
dc.language.iso | en | |
dc.publisher | Springer Verlag | |
dc.title.en | Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes | |
dc.type | Article de revue | |
dc.identifier.doi | 10.1007/s00186-020-00732-8 | |
dc.subject.hal | Mathématiques [math]/Optimisation et contrôle [math.OC] | |
bordeaux.journal | Mathematical Methods of Operations Research | |
bordeaux.page | 327-357 | |
bordeaux.volume | 93 | |
bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
bordeaux.issue | 2 | |
bordeaux.institution | Université de Bordeaux | |
bordeaux.institution | Bordeaux INP | |
bordeaux.institution | CNRS | |
bordeaux.peerReviewed | oui | |
hal.identifier | hal-03507242 | |
hal.version | 1 | |
hal.popular | non | |
hal.audience | Internationale | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-03507242v1 | |
bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Mathematical%20Methods%20of%20Operations%20Research&rft.date=2021-04&rft.volume=93&rft.issue=2&rft.spage=327-357&rft.epage=327-357&rft.eissn=1432-2994&rft.issn=1432-2994&rft.au=COSTA,%20O.&DUFOUR,%20Fran%C3%A7ois&rft.genre=article |
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