Numerical method for optimal stopping of hybrid processes
Langue
en
Communication dans un congrès avec actes
Ce document a été publié dans
Preprints of the 3rd IFAC International Conference on Analysis and Design of Hybrid Systems, 3rd IFAC International Conference on Analysis and Design of Hybrid Systems, 2009-09, Zaragoza. 2009p. 114-119
Mots clés en anglais
hybrid processes
piecewise deterministic Markov processes
quantization
convergence of numerical method
dynamic programming
numeric control