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103
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SIAMCO
2010
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SIAMCO 2010
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Average Continuous Control of Piecewise Deterministic Markov Processes
14 years 9 months ago
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In this paper we consider the long run average continuous control problem of piecewise-deterministic Markov processes (PDP's for short). The control variable acts on the jump ...
Oswaldo Luiz V. Costa, François Dufour
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