Optimal stopping for partially observed piecewise-deterministic Markov processes (Q2447709)
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scientific article; zbMATH DE number 6289532
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| English | Optimal stopping for partially observed piecewise-deterministic Markov processes |
scientific article; zbMATH DE number 6289532 |
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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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0.896769642829895
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0.873354434967041
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0.8553366661071777
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0.8493313789367676
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