Optimal stopping of two-time scale Markovian systems: analysis, numerical methods, and applications (Q1680823): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping of two-time scale Markovian systems: analysis, numerical methods, and applications |
scientific article |
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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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