Discretizations for the average impulse control of piecewise deterministic processes (1993)
- Autor:
- Autor USP: COSTA, OSWALDO LUIZ DO VALLE - EP
- Unidade: EP
- DOI: 10.2307/3214849
- Assunto: CONTROLE (TEORIA DE SISTEMAS E CONTROLE)
- Language: Inglês
- Imprenta:
- Source:
- Título: Journal of Applied Probability
- Volume/Número/Paginação/Ano: v.30, p.405-20, 1993
- Este artigo NÃO possui versão em acesso aberto
-
Status: Nenhuma versão em acesso aberto identificada -
ABNT
COSTA, Oswaldo Luiz do Valle. Discretizations for the average impulse control of piecewise deterministic processes. Journal of Applied Probability, v. 30, p. 405-20, 1993Tradução . . Disponível em: https://doi.org/10.2307/3214849. Acesso em: 11 mar. 2026. -
APA
Costa, O. L. do V. (1993). Discretizations for the average impulse control of piecewise deterministic processes. Journal of Applied Probability, 30, 405-20. doi:10.2307/3214849 -
NLM
Costa OL do V. Discretizations for the average impulse control of piecewise deterministic processes [Internet]. Journal of Applied Probability. 1993 ;30 405-20.[citado 2026 mar. 11 ] Available from: https://doi.org/10.2307/3214849 -
Vancouver
Costa OL do V. Discretizations for the average impulse control of piecewise deterministic processes [Internet]. Journal of Applied Probability. 1993 ;30 405-20.[citado 2026 mar. 11 ] Available from: https://doi.org/10.2307/3214849 - Sampled control for mean-variance hedging in a jump diffusion financial market
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- Generalized mean-variance portfolio selection model with regime switching
- On the discrete-time infinite cooupled riccati equations which arises in a certain optimal control problem
- Suboptimal and static output feedback control of hidden Markov jump linear systems
- Sampled control for mean-variance hedging in a jump diffusion financial market
- State feedback H∞ control for discrete-time infinite-dimensional stochastic bilinear systems
- A note on stochastic stability for linear systems with jumping parameters
- Asymptotic convergence for the average impulse control of piecewise deterministic processes
- Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
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