Optimal stopping of two-time scale Markovian systems: Analysis, numerical methods, and applicationsā
Sign Up to like & getrecommendations! Published in 2017 at "Nonlinear Analysis: Hybrid Systems"
DOI: 10.1016/j.nahs.2017.05.005
Abstract: Abstract Numerous systems arising in applications are subject to uncertainty and stochastic influence. They are often of large scales and have complex structures. They may also display hybrid behavior represented by regime-switching dynamic systems. Exact… read more here.
Keywords: stopping two; analysis; two time; optimal stopping ... See more keywords