Approximation of the value function of an impulse control problem of Piecewise Deterministic Markov Processes
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Communication dans un congrès avec actes
Este ítem está publicado en
18th IFAC world congress, 18th IFAC world congress, 2011, Milano. 2011p. TuA09.2
Palabras clave en inglés
hybrid processes
piecewise deterministic Markov processes
quantization
convergence of numerical method
dynamic programming
numeric control