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20052022
most citedExact simulation of the jump times of a class of Piecewise Deterministic Markov Processes

24 citations · 63 across the 20 of their papers we have counts for

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math.OC2019

Optimal control of infinite-dimensional Piecewise Deterministic Markov Processes: a BSDE approach. Application to the control of an excitable cell membrane

Elena Bandini, Michele Thieullen

In this paper we consider the optimal control of Hilbert space-valued infinite-dimensional Piecewise Deterministic Markov Processes (PDMP) and we prove that the corresponding value…