Optimal stopping of two-time scale Markovian systems: analysis, numerical methods, and applications (Q1680823): Difference between revisions

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Latest revision as of 03:06, 11 December 2024

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Optimal stopping of two-time scale Markovian systems: analysis, numerical methods, and applications
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    Optimal stopping of two-time scale Markovian systems: analysis, numerical methods, and applications (English)
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    16 November 2017
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    two-time Markovian system
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    optimal stopping
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    reduction of dimensionality
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    numerical method
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