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hal.structure.identifierGroupe de Recherche en Economie Théorique et Appliquée [GREThA]
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierQuality control and dynamic reliability [CQFD]
dc.contributor.authorDE SAPORTA, Benoîte
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierQuality control and dynamic reliability [CQFD]
dc.contributor.authorDUFOUR, François
dc.date.accessioned2024-04-04T02:36:36Z
dc.date.available2024-04-04T02:36:36Z
dc.date.created2009
dc.date.conference2009-06
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/190732
dc.description.abstractEnIn this talk, the optimal stopping problem of piecewise-deterministic Markov processes is studied. Such processes consist of a mixture of deterministic motion and random jumps. An approximation of the value function and a construction of ε-optimal stopping times will be presented. Convergence of the approximation schemes will be shown and convergence rates will be derived.
dc.language.isoen
dc.title.enNumerical method for optimal stopping of piecewise deterministic Markov Processes
dc.typeCommunication dans un congrès
dc.subject.halMathématiques [math]/Probabilités [math.PR]
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
bordeaux.conference.titleCinquième Rencontre de Statistiques Mathématiques BORDEAUX-SANTANDER-TOULOUSE-VALLADOLID
bordeaux.countryFR
bordeaux.conference.cityLe Teich
bordeaux.peerReviewedoui
hal.identifierhal-00392838
hal.version1
hal.invitednon
hal.proceedingsnon
hal.popularnon
hal.audienceNon spécifiée
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-00392838v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.au=DE%20SAPORTA,%20Beno%C3%AEte&DUFOUR,%20Fran%C3%A7ois&rft.genre=unknown


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