Shi, Peng; Altman, Eitan; Gaitsgory, Vladimir - In: Mathematical Methods of Operations Research 47 (1998) 2, pp. 289-315
We consider the problem of control for continuous time stochastic hybrid systems in finite time horizon. The systems considered are nonlinear: the state evolution is a nonlinear function of both the control and the state. The control parameters change at discrete times according to an underlying...
