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Numerical method for optimal stopping of hybrid processes

dc.rights.licenseopen
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
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierQuality control and dynamic reliability [CQFD]
dc.contributor.authorGONZALEZ, Karen
dc.date.accessioned2020-02-17T11:37:41Z
dc.date.available2020-02-17T11:37:41Z
dc.date.issued2009
dc.date.conference2009-09
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/2152
dc.language.isoen
dc.source.titlePreprints of the 3rd IFAC International Conference on Analysis and Design of Hybrid Systems
dc.subject.enhybrid processes
dc.subject.enpiecewise deterministic Markov processes
dc.subject.enquantization
dc.subject.enconvergence of numerical method
dc.subject.endynamic programming
dc.subject.ennumeric control
dc.title.enNumerical method for optimal stopping of hybrid processes
dc.typeCommunication dans un congrès avec actes
dc.subject.halMathématiques [math]/Probabilités [math.PR]
bordeaux.page114-119
bordeaux.institutionUniversité de Bordeaux
bordeaux.countryES
bordeaux.title.proceeding3rd IFAC International Conference on Analysis and Design of Hybrid Systems
bordeaux.conference.cityZaragoza
bordeaux.peerReviewedoui
hal.identifierhal-00418388
hal.version1
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-00418388v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.btitle=Preprints%20of%20the%203rd%20IFAC%20International%20Conference%20on%20Analysis%20and%20Design%20of%20Hybrid%20Systems&rft.date=2009&rft.spage=114-119&rft.epage=114-119&rft.au=DE%20SAPORTA,%20Beno%C3%AEte&DUFOUR,%20Fran%C3%A7ois&GONZALEZ,%20Karen&rft.genre=proceeding


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