-
1
-
-
39549120861
-
Optimal Stopping and Dynamic Programming
-
Probab. Statist. Group Manchester
-
Bingham, N.H., Peskir, G.: Optimal Stopping and Dynamic Programming. Lecture Notes 1 (2006), Probab. Statist. Group Manchester.
-
(2006)
Lecture Notes
, vol.1
-
-
Bingham, N.H.1
Peskir, G.2
-
2
-
-
85064553820
-
Stochastic Hybrid Processes with Hybrid Jumps
-
Blom, H.A.P.: Stochastic Hybrid Processes with Hybrid Jumps. Proc. IFAC Conference ADHS, (2003): 361-365.
-
(2003)
Proc. IFAC Conference ADHS
, pp. 361-365
-
-
Blom, H.A.P.1
-
3
-
-
39549107741
-
-
Blom, H.A.P., Lygeros, J. (Eds.): Stochastic Hybrid Systems: Theory and Safety Critical Applications. LNCIS 337 (2006).
-
Blom, H.A.P., Lygeros, J. (Eds.): "Stochastic Hybrid Systems: Theory and Safety Critical Applications". LNCIS 337 (2006).
-
-
-
-
4
-
-
39549097492
-
-
Bujorianu, M.L., Lygeros, J.: Towards Modelling of General Stochastic Hybrid Systems. In [3]: 3-30.
-
Bujorianu, M.L., Lygeros, J.: Towards Modelling of General Stochastic Hybrid Systems. In [3]: 3-30.
-
-
-
-
5
-
-
35248884760
-
Reachability Questions in Piecewise Deterministic Markov Processes. Hybrid Systems: Computation and Control
-
6th International Workshop
-
Bujorianu, M.L., Lygeros, J.: Reachability Questions in Piecewise Deterministic Markov Processes. Hybrid Systems: Computation and Control, 6th International Workshop, LNCS 2623 (2003): 126-140.
-
(2003)
LNCS
, vol.2623
, pp. 126-140
-
-
Bujorianu, M.L.1
Lygeros, J.2
-
6
-
-
35048857490
-
-
Bujorianu, M.L. Extended Stochastic Hybrid Systems and their Reachability Problem. Hybrid Systems: Computation and Control 7th International Workshop, LNCS 2993 (2004): 234-249.
-
Bujorianu, M.L. Extended Stochastic Hybrid Systems and their Reachability Problem. Hybrid Systems: Computation and Control 7th International Workshop, LNCS 2993 (2004): 234-249.
-
-
-
-
7
-
-
39549090367
-
Functional Abstractions of Stochastic Hybrid System
-
Bujorianu, M.L., Blom, H.A.P., Hermanns, H.: Functional Abstractions of Stochastic Hybrid System. In Proc. of IFAC ADHS, (2006): 160-165.
-
(2006)
Proc. of IFAC ADHS
, pp. 160-165
-
-
Bujorianu, M.L.1
Blom, H.A.P.2
Hermanns, H.3
-
8
-
-
24344458397
-
General Stochastic Hybrid Systems: Modelling and Optimal Control
-
IEEE Press
-
Bujorianu, M.L., Lygeros, J.: General Stochastic Hybrid Systems: Modelling and Optimal Control. Proc. 43th CDC, IEEE Press (2004): 182-187.
-
(2004)
Proc. 43th CDC
, pp. 182-187
-
-
Bujorianu, M.L.1
Lygeros, J.2
-
9
-
-
34248216223
-
Regularity of the value function and viscosity solutions in optimal stopping problems for general Markov processes
-
Ceci, C.: Regularity of the value function and viscosity solutions in optimal stopping problems for general Markov processes. Stoch. Stoch. Rep. 74(3-4) (2002): 633-649.
-
(2002)
Stoch. Stoch. Rep
, vol.74
, Issue.3-4
, pp. 633-649
-
-
Ceci, C.1
-
11
-
-
0004217806
-
-
Hermann, Paris
-
Dellacherie, C., Maisonneuve, B., Meyer, P.-A.: " Probabilités et Potentiel. Ch. XVII à XXIV Processus de Markov (fin). Complements de calcul stochastique". Hermann, Paris (1992).
-
(1992)
Probabilités et Potentiel. Ch. XVII à XXIV Processus de Markov (fin). Complements de calcul stochastique
-
-
Dellacherie, C.1
Maisonneuve, B.2
Meyer, P.-A.3
-
14
-
-
0041133246
-
The optimum choice of the instant for stopping a Markov process
-
Dynkin, E.B.: The optimum choice of the instant for stopping a Markov process. Soviet. Math. Dokl. 4 (1963): 627-629.
-
(1963)
Soviet. Math. Dokl
, vol.4
, pp. 627-629
-
-
Dynkin, E.B.1
-
15
-
-
39549112897
-
-
Dynkin, E.B.: Markov processes. Moscow (1963), II of English translation. Springer (1965).
-
Dynkin, E.B.: "Markov processes". Moscow (1963), Vol. II of English translation. Springer (1965).
-
-
-
-
16
-
-
0040234785
-
A Probabilistic Approach to the Reduite in Optimal Stopping
-
El Karoui, N., Lepeltier, J.-P.; Millet, A.: A Probabilistic Approach to the Reduite in Optimal Stopping. Probab. Math. Statist. 13 (1992), no.1, 97-121.
-
(1992)
Probab. Math. Statist
, vol.13
, Issue.1
, pp. 97-121
-
-
El Karoui, N.1
Lepeltier, J.-P.2
Millet, A.3
-
18
-
-
27644447823
-
-
Hespanha, J.P., Singh, A.: Stochastic Models for Chemically Reacting Systems using Polynomial Stochastic Hybrid Systems. Int. J. on Robust Control Special Issue on Control at Small Scales: Issue 1, 15(15) (2005): 669-689.
-
Hespanha, J.P., Singh, A.: Stochastic Models for Chemically Reacting Systems using Polynomial Stochastic Hybrid Systems. Int. J. on Robust Control Special Issue on Control at Small Scales: Issue 1, 15(15) (2005): 669-689.
-
-
-
-
19
-
-
35048902729
-
Stochastic Hybrid Systems: Application to Communication Network. Hybrid Systems: Computation and Control
-
7th International Workshop
-
Hespanha, J.P.: Stochastic Hybrid Systems: Application to Communication Network. Hybrid Systems: Computation and Control 7th International Workshop, LNCS 2993 (2004): 387-401.
-
(2004)
LNCS
, vol.2993
, pp. 387-401
-
-
Hespanha, J.P.1
-
20
-
-
84974691366
-
Towards a Theory of Stochastic Hybrid Systems
-
N. Lynch and B. Krogh Eds
-
Hu, J., Lygeros, J., Sastry, S.: Towards a Theory of Stochastic Hybrid Systems. In N. Lynch and B. Krogh (Eds.), Proc. of Hybrid Systems: Computation and Control, LNCS 1790 (2000): 160-173.
-
(2000)
Proc. of Hybrid Systems: Computation and Control, LNCS
, vol.1790
, pp. 160-173
-
-
Hu, J.1
Lygeros, J.2
Sastry, S.3
-
21
-
-
84972528343
-
Markov Processes and Potentials I, II, III
-
Hunt, G.A.: Markov Processes and Potentials I, II, III. Illinois J. Math. 1: 1 (1957): 44-93;
-
(1957)
Illinois J. Math
, vol.1
, Issue.1
, pp. 44-93
-
-
Hunt, G.A.1
-
22
-
-
39549113361
-
-
1: 3 (1957): 316-369;
-
1: 3 (1957): 316-369;
-
-
-
-
23
-
-
39549108824
-
-
2: 2 (1958): 151-213.
-
2: 2 (1958): 151-213.
-
-
-
-
24
-
-
28644438395
-
On Markov Processes with Decomposable Pseudo-Differential Generators
-
Kolokoltsov, VN.: On Markov Processes with Decomposable Pseudo-Differential Generators. Stoch. and Stoch. Rep. 76(1) (2004): 1-44.
-
(2004)
Stoch. and Stoch. Rep
, vol.76
, Issue.1
, pp. 1-44
-
-
Kolokoltsov, V.N.1
-
25
-
-
85043374516
-
Stochastic Hybrid Models: An Overview with applications to Air Traffic Management
-
Pola, G., Bujorianu, M.L., Lygeros, J., Di Benedetto, M. D.: Stochastic Hybrid Models: An Overview with applications to Air Traffic Management. Proc. ADHS, (2003): 45-50.
-
(2003)
Proc. ADHS
, pp. 45-50
-
-
Pola, G.1
Bujorianu, M.L.2
Lygeros, J.3
Di Benedetto, M.D.4
|