Time discretization and quantization methods for optimal multiple switching problem (Q424519): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 65C30 / rank | |||
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| Property / Mathematics Subject Classification ID: 65N50 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6040312 / rank | |||
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| Property / zbMATH Keywords | |||
optimal switching | |||
| Property / zbMATH Keywords: optimal switching / rank | |||
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quantization of random variables | |||
| Property / zbMATH Keywords: quantization of random variables / rank | |||
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discrete-time approximation | |||
| Property / zbMATH Keywords: discrete-time approximation / rank | |||
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Markov chains | |||
| Property / zbMATH Keywords: Markov chains / rank | |||
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numerical probability | |||
| Property / zbMATH Keywords: numerical probability / rank | |||
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Revision as of 22:27, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time discretization and quantization methods for optimal multiple switching problem |
scientific article |
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Time discretization and quantization methods for optimal multiple switching problem (English)
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1 June 2012
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optimal switching
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quantization of random variables
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discrete-time approximation
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Markov chains
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numerical probability
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