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- W3030970010 abstract "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 function can be represented via a Feynman–Kac type formula through the solution of a constrained Backward Stochastic Differential Equation. A fundamental step consists in showing that the corresponding integro-differential Hamilton–Jacobi–Bellman equation has a unique viscosity solution, by proving a suitable comparison theorem. We apply our results to the control of a PDMP Hodgkin-Huxley model with spatial component." @default.
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- W3030970010 date "2020-05-30" @default.
- W3030970010 modified "2023-09-26" @default.
- W3030970010 title "Optimal Control of Infinite-Dimensional Piecewise Deterministic Markov Processes: A BSDE Approach. Application to the Control of an Excitable Cell Membrane" @default.
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- W3030970010 doi "https://doi.org/10.1007/s00245-020-09687-y" @default.
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