Optimal stopping for partially observed piecewise-deterministic Markov processes (Q2447709)
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English | Optimal stopping for partially observed piecewise-deterministic Markov processes |
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Optimal stopping for partially observed piecewise-deterministic Markov processes (English)
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28 April 2014
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optimal stopping
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partial observation
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filtering
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piecewise deterministic Markov processes
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quantization
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numerical method
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