Rates of Convergence of Numerical Methods for Controlled Regime-Switching Diffusions with Stopping Times in the Costs (Q3566988)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rates of Convergence of Numerical Methods for Controlled Regime-Switching Diffusions with Stopping Times in the Costs |
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Rates of Convergence of Numerical Methods for Controlled Regime-Switching Diffusions with Stopping Times in the Costs (English)
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10 June 2010
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controlled switching diffusion
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Markov chain approximation
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rate of convergence
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dynamic programming equation
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