NUMERICAL METHOD FOR OPTIMAL STOPPING OF PIECEWISE DETERMINISTIC MARKOV PROCESSES
Benoîte de Saporta, François Dufour and Karen GonzalezVolume:
20
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.2307/20799788
Date:
October, 2010
File:
PDF, 1.82 MB
english, 2010