Optimal control of stochastic hybrid system with jumps: a numerical approximation (Q2349616)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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