Approximation methods for piecewise deterministic Markov processes and their costs (Q5743540)
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scientific article; zbMATH DE number 7053414
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| English | Approximation methods for piecewise deterministic Markov processes and their costs |
scientific article; zbMATH DE number 7053414 |
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Approximation methods for piecewise deterministic Markov processes and their costs (English)
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10 May 2019
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risk theory
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piecewise deterministic Markov process
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quasi-Monte Carlo methods
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phase-type approximations
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dividend maximisation
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