Optimal stopping for partially observed piecewise-deterministic Markov processes (Q2447709)

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Optimal stopping for partially observed piecewise-deterministic Markov processes
scientific article

    Statements

    title
    Optimal stopping for partially observed piecewise-deterministic Markov processes (English)
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    author
    Adrien Brandejsky
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    Benoîte De Saporta
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    François Dufour
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    publication date
    28 April 2014
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    zbMATH Keywords
    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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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    60J25
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    93E20
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    93E25
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    93E10
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    60K10
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    zbMATH DE Number
    6289532
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    OpenAlex ID
    W2051021044
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    arXiv ID
    1207.2886
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