Numerical solutions for optimal control of stochastic Kolmogorov systems with regime-switching and random jumps (Q2137739): Difference between revisions

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Latest revision as of 23:42, 28 July 2024

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Numerical solutions for optimal control of stochastic Kolmogorov systems with regime-switching and random jumps
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    Numerical solutions for optimal control of stochastic Kolmogorov systems with regime-switching and random jumps (English)
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    16 May 2022
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    numerical solution
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    stochastic control
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    Markov chain approximation
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    Kolmogorov system
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