Numerical method for optimal stopping of hybrid processes
dc.rights.license | open | |
hal.structure.identifier | Groupe de Recherche en Economie Théorique et Appliquée [GREThA] | |
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
dc.contributor.author | DE SAPORTA, Benoîte | |
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
dc.contributor.author | DUFOUR, François | |
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
dc.contributor.author | GONZALEZ, Karen | |
dc.date.accessioned | 2020-02-17T11:37:41Z | |
dc.date.available | 2020-02-17T11:37:41Z | |
dc.date.issued | 2009 | |
dc.date.conference | 2009-09 | |
dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/2152 | |
dc.language.iso | en | |
dc.source.title | Preprints of the 3rd IFAC International Conference on Analysis and Design of Hybrid Systems | |
dc.subject.en | hybrid processes | |
dc.subject.en | piecewise deterministic Markov processes | |
dc.subject.en | quantization | |
dc.subject.en | convergence of numerical method | |
dc.subject.en | dynamic programming | |
dc.subject.en | numeric control | |
dc.title.en | Numerical method for optimal stopping of hybrid processes | |
dc.type | Communication dans un congrès avec actes | |
dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
bordeaux.page | 114-119 | |
bordeaux.institution | Université de Bordeaux | |
bordeaux.country | ES | |
bordeaux.title.proceeding | 3rd IFAC International Conference on Analysis and Design of Hybrid Systems | |
bordeaux.conference.city | Zaragoza | |
bordeaux.peerReviewed | oui | |
hal.identifier | hal-00418388 | |
hal.version | 1 | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-00418388v1 | |
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