Time discretization and quantization methods for optimal multiple switching problem (Q424519)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Time discretization and quantization methods for optimal multiple switching problem |
scientific article; zbMATH DE number 6040312
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time discretization and quantization methods for optimal multiple switching problem |
scientific article; zbMATH DE number 6040312 |
Statements
Time discretization and quantization methods for optimal multiple switching problem (English)
0 references
1 June 2012
0 references
optimal switching
0 references
quantization of random variables
0 references
discrete-time approximation
0 references
Markov chains
0 references
numerical probability
0 references
0 references
0 references
0 references
0 references
