Optimal strategies for impulse control of piecewise deterministic Markov processes.

Benoîte de Saporta François Dufour Alizée Geeraert

Published in: Autom. (2017)

Keyphrases

markov processes
optimal strategy
markov chain
markov process
random fields
stochastic processes
monte carlo
decision problems
non stationary
random walk
machine learning
continuous time bayesian networks
continuous time markov chains
maximum entropy
steady state
parameter estimation
markov random field
state space