Stability and ergodicity of piecewise deterministic Markov processes (2008)
- Authors:
- Autor USP: COSTA, OSWALDO LUIZ DO VALLE - EP
- Unidade: EP
- DOI: 10.1016/j.automatica.2008.02.014
- Subjects: MÉTODOS MCMC; CADEIAS DE MARKOV
- Language: Inglês
- Imprenta:
- ISBN: 978-1-4244-3124-3
- Source:
- Título: Proceedings
- Conference titles: IEEE Conference on Decision and Control
- Este periódico é de acesso aberto
- Este artigo NÃO é de acesso aberto
-
ABNT
COSTA, Oswaldo Luiz do Valle e DUFOUR, François. Stability and ergodicity of piecewise deterministic Markov processes. 2008, Anais.. New York: IEEE, 2008. Disponível em: https://doi.org/10.1016/j.automatica.2008.02.014. Acesso em: 22 fev. 2026. -
APA
Costa, O. L. do V., & Dufour, F. (2008). Stability and ergodicity of piecewise deterministic Markov processes. In Proceedings. New York: IEEE. doi:10.1016/j.automatica.2008.02.014 -
NLM
Costa OL do V, Dufour F. Stability and ergodicity of piecewise deterministic Markov processes [Internet]. Proceedings. 2008 ;[citado 2026 fev. 22 ] Available from: https://doi.org/10.1016/j.automatica.2008.02.014 -
Vancouver
Costa OL do V, Dufour F. Stability and ergodicity of piecewise deterministic Markov processes [Internet]. Proceedings. 2008 ;[citado 2026 fev. 22 ] Available from: https://doi.org/10.1016/j.automatica.2008.02.014 - Sampled control for mean-variance hedging in a jump diffusion financial market
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- 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
- Discretizations for the average impulse control of piecewise deterministic processes
- A note on stochastic stability for linear systems with jumping parameters
- Asymptotic convergence for the average impulse control of piecewise deterministic processes
Informações sobre o DOI: 10.1016/j.automatica.2008.02.014 (Fonte: oaDOI API)
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