Time discretization and quantization methods for optimal multiple switching problem (Q424519)
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scientific article; zbMATH DE number 6040312
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| English | Time discretization and quantization methods for optimal multiple switching problem |
scientific article; zbMATH DE number 6040312 |
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Time discretization and quantization methods for optimal multiple switching problem (English)
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1 June 2012
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optimal switching
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quantization of random variables
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discrete-time approximation
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Markov chains
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numerical probability
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0.8082833290100098
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0.7785406708717346
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0.7664958238601685
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0.7630370259284973
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