Optimal control of stochastic hybrid system with jumps: a numerical approximation (Q2349616): Difference between revisions

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Latest revision as of 05:27, 10 July 2024

scientific article
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Optimal control of stochastic hybrid system with jumps: a numerical approximation
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    Optimal control of stochastic hybrid system with jumps: a numerical approximation (English)
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    17 June 2015
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    stochastic hybrid systems
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    jump diffusions
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    Markov processes
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    switching approximation
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    optimal control
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    Identifiers

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