Numerical method for impulse control of piecewise deterministic Markov processes (Q445881): Difference between revisions

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+A quantization algorithm for solving multidimensional discrete-time optimal stopping problems
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+A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS
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+Discretizations for the average impulse control of piecewise deterministic processes
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+Approximations for optimal stopping of a piecewise-deterministic process
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+Impulse control of piecewise-deterministic processes
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+Q3136505
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+Numerical method for optimal stopping of piecewise deterministic Markov processes
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+Impulse control of piecewise deterministic Markov processes
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+On first-order quasi-variational inequalities with integral terms
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+Optimality conditions for impulsive control of piecewise-deterministic processes
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+Quantization
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+Probability methods for approximations in stochastic control and for elliptic equations
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+Viscosity solutions associated with impulse control problems for piecewise-deterministic processes
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+A space quantization method for numerical integration
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+Optimal quantization methods for nonlinear filtering with discrete-time observations
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+AN OPTIMAL MARKOVIAN QUANTIZATION ALGORITHM FOR MULTI-DIMENSIONAL STOCHASTIC CONTROL PROBLEMS
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