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Approximation of the value function of an impulse control problem of Piecewise Deterministic Markov Processes

dc.rights.licenseopen
hal.structure.identifierGroupe de Recherche en Economie Théorique et Appliquée [GREThA]
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierQuality control and dynamic reliability [CQFD]
dc.contributor.authorDE SAPORTA, Benoîte
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierQuality control and dynamic reliability [CQFD]
dc.contributor.authorDUFOUR, François
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierQuality control and dynamic reliability [CQFD]
dc.contributor.authorZHANG, Huilong
dc.date.accessioned2020-02-17T11:35:51Z
dc.date.available2020-02-17T11:35:51Z
dc.date.created2011
dc.date.issued2011
dc.date.conference2011
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/2014
dc.language.isoen
dc.source.title18th IFAC world congress
dc.subject.enhybrid processes
dc.subject.enpiecewise deterministic Markov processes
dc.subject.enquantization
dc.subject.enconvergence of numerical method
dc.subject.endynamic programming
dc.subject.ennumeric control
dc.title.enApproximation of the value function of an impulse control problem of Piecewise Deterministic Markov Processes
dc.typeCommunication dans un congrès avec actes
dc.subject.halMathématiques [math]/Probabilités [math.PR]
bordeaux.pageTuA09.2
bordeaux.institutionUniversité de Bordeaux
bordeaux.countryIT
bordeaux.title.proceeding18th IFAC world congress
bordeaux.conference.cityMilano
bordeaux.peerReviewedoui
hal.identifierhal-00617822
hal.version1
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-00617822v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.btitle=18th%20IFAC%20world%20congress&rft.date=2011&rft.spage=TuA09.2&rft.epage=TuA09.2&rft.au=DE%20SAPORTA,%20Beno%C3%AEte&DUFOUR,%20Fran%C3%A7ois&ZHANG,%20Huilong&rft.genre=proceeding


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