Numerical solutions of optimal stopping problems for a class of hybrid stochastic systems (Q6581284)
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scientific article; zbMATH DE number 7889330
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solutions of optimal stopping problems for a class of hybrid stochastic systems |
scientific article; zbMATH DE number 7889330 |
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Numerical solutions of optimal stopping problems for a class of hybrid stochastic systems (English)
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30 July 2024
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optimal stopping
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switching diffusions
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Markov chain approximation
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weak convergence
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