Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes (2011)
- Authors:
- Autor USP: COSTA, OSWALDO LUIZ DO VALLE - EP
- Unidade: EP
- DOI: 10.1109/cdc.2010.5717626
- Subjects: CONTROLE (TEORIA DE SISTEMAS E CONTROLE); ENGENHARIA ELÉTRICA
- Language: Inglês
- Imprenta:
- Source:
- Título: Applied Mathematics & Optimization
- ISSN: 0095-4616
- Volume/Número/Paginação/Ano: v. 63, n.3, 2011
- Este artigo NÃO possui versão em acesso aberto
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Status: Nenhuma versão em acesso aberto identificada -
ABNT
COSTA, Oswaldo Luiz do Valle e DUFOUR, F. Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes. Applied Mathematics & Optimization, v. 63, n. 3, 2011Tradução . . Disponível em: https://doi.org/10.1109/cdc.2010.5717626. Acesso em: 15 mar. 2026. -
APA
Costa, O. L. do V., & Dufour, F. (2011). Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes. Applied Mathematics & Optimization, 63( 3). doi:10.1109/cdc.2010.5717626 -
NLM
Costa OL do V, Dufour F. Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes [Internet]. Applied Mathematics & Optimization. 2011 ; 63( 3):[citado 2026 mar. 15 ] Available from: https://doi.org/10.1109/cdc.2010.5717626 -
Vancouver
Costa OL do V, Dufour F. Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes [Internet]. Applied Mathematics & Optimization. 2011 ; 63( 3):[citado 2026 mar. 15 ] Available from: https://doi.org/10.1109/cdc.2010.5717626 - Sampled control for mean-variance hedging in a jump diffusion financial market
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