Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes (Q3463359)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes |
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Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes (English)
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13 January 2016
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piecewise deterministic Markov processes
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expectation of functionals
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exit time
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optimal stopping
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monograph
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