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most citedExistence and uniqueness for backward stochastic differential equations driven by a random measure

7 citations · 8 across the 6 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…