Numerical method for optimal stopping of piecewise deterministic Markov processes (Q1958493)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical method for optimal stopping of piecewise deterministic Markov processes |
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Numerical method for optimal stopping of piecewise deterministic Markov processes (English)
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4 October 2010
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optimal stopping
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piecewise deterministic Markov processes
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quantization
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numerical method
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dynamic programming
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