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Volumn 4981 LNCS, Issue , 2008, Pages 610-613

Reachability analysis of stochastic hybrid systems by optimal control

Author keywords

Markov processes; Optimal stopping; Reachability problem; Stochastic hybrid systems

Indexed keywords

HYBRID SYSTEMS; MARKOV PROCESSES; NUMERICAL METHODS; STOCHASTIC SYSTEMS;

EID: 70350020969     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-540-78929-1_46     Document Type: Conference Paper
Times cited : (8)

References (7)
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    • (1977) Prob. Th. Rel. Fields , vol.36 , Issue.4 , pp. 301-313
    • Bismut, J.-M.1    Skalli, B.2
  • 2
    • 33947616212 scopus 로고    scopus 로고
    • Towards modelling of general stochastic hybrid systems
    • Bujorianu, M.L., Lygeros, J.: Towards Modelling of General Stochastic Hybrid Systems. LNCIS, vol.337, pp. 3-30 (2006)
    • (2006) LNCIS , vol.337 , pp. 3-30
    • Bujorianu, M.L.1    Lygeros, J.2
  • 4
    • 0040234785 scopus 로고
    • 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(1), 97-121 (1992)
    • (1992) Probab. Math. Statist. , vol.13 , Issue.1 , pp. 97-121
    • El Karoui, N.1    Lepeltier, J.-P.2    Millet, A.3
  • 5
    • 0043012832 scopus 로고
    • Representing last exit potentials as potentials of measures
    • Glover, J.: Representing last exit potentials as potentials of measures. Z. Wahrsch. Verw. Gebiete 61(1), 17-30 (1982)
    • (1982) Z. Wahrsch. Verw. Gebiete , vol.61 , Issue.1 , pp. 17-30
    • Glover, J.1
  • 6
    • 84972521860 scopus 로고
    • A riesz decomposition theorem
    • Graversen, S.E.: A Riesz Decomposition Theorem. Nagoya Math. J. 114, 123-133 (1989)
    • (1989) Nagoya Math. J. , vol.114 , pp. 123-133
    • Graversen, S.E.1
  • 7
    • 34248188703 scopus 로고    scopus 로고
    • Optimal stopping of hunt and Ĺevy processes
    • Mordecki, E., Salminen, P.: Optimal stopping of Hunt and Ĺevy processes. Stochastics 79(3-4), 233-251 (2007)
    • (2007) Stochastics , vol.79 , Issue.3-4 , pp. 233-251
    • Mordecki, E.1    Salminen, P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.