Optimal control of stochastic hybrid system with jumps: a numerical approximation (Q2349616)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of stochastic hybrid system with jumps: a numerical approximation |
scientific article |
Statements
Optimal control of stochastic hybrid system with jumps: a numerical approximation (English)
0 references
17 June 2015
0 references
stochastic hybrid systems
0 references
jump diffusions
0 references
Markov processes
0 references
switching approximation
0 references
optimal control
0 references
0 references
0 references
0 references
0 references
