Average continuous control of piecewise deterministic Markov processes (2010)
- Authors:
- Autor USP: COSTA, OSWALDO LUIZ DO VALLE - EP
- Unidade: EP
- Subjects: CONTROLE ÓTIMO; MÉTODOS MCMC
- Language: Inglês
- Imprenta:
- Publisher place: Philadelphia
- Date published: 2010
- Source:
- Título: Siam journal on control and optimization
- ISSN: 0363-0129
- Volume/Número/Paginação/Ano: vol.48, n.7, p. 4262-4291, 2010
-
ABNT
COSTA, Oswaldo Luiz do Valle e DUFOUR, François. Average continuous control of piecewise deterministic Markov processes. Siam journal on control and optimization, n. 7, p. 4262-4291, 2010Tradução . . Acesso em: 14 mar. 2026. -
APA
Costa, O. L. do V., & Dufour, F. (2010). Average continuous control of piecewise deterministic Markov processes. Siam journal on control and optimization, ( 7), 4262-4291. -
NLM
Costa OL do V, Dufour F. Average continuous control of piecewise deterministic Markov processes. Siam journal on control and optimization. 2010 ;( 7): 4262-4291.[citado 2026 mar. 14 ] -
Vancouver
Costa OL do V, Dufour F. Average continuous control of piecewise deterministic Markov processes. Siam journal on control and optimization. 2010 ;( 7): 4262-4291.[citado 2026 mar. 14 ] - Sampled control for mean-variance hedging in a jump diffusion financial market
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