Pages that link to "Item:Q3566988"

The following pages link to Rates of Convergence of Numerical Methods for Controlled Regime-Switching Diffusions with Stopping Times in the Costs (Q3566988):

Displaying 6 items.

• Convergence rates of Markov chain approximation methods for controlled diffusions with stopping (Q601074) (← links)
• Numerical solutions for optimal control of stochastic Kolmogorov systems (Q2070011) (← links)
• Numerical solutions for optimal control of stochastic Kolmogorov systems with regime-switching and random jumps (Q2137739) (← links)
• Some recent progress on numerical methods for controlled regime-switching models with applications to insurance and risk management (Q2516863) (← links)
• A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) (← links)
• Numerical Methods for Controlled Switching Diffusions (Q3297417) (← links)