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Numerical method for optimal stopping of piecewise deterministic Markov processes

dc.rights.licenseopen
hal.structure.identifierQuality control and dynamic reliability [CQFD]
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierGroupe de Recherche en Economie Théorique et Appliquée [GREThA]
dc.contributor.authorDE SAPORTA, Benoîte
hal.structure.identifierQuality control and dynamic reliability [CQFD]
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
dc.contributor.authorDUFOUR, François
hal.structure.identifierQuality control and dynamic reliability [CQFD]
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
dc.contributor.authorGONZALEZ, Karen
dc.date.accessioned2020-02-17T11:42:21Z
dc.date.available2020-02-17T11:42:21Z
dc.date.created2009-03-12
dc.date.issued2010
dc.identifier.issn1050-5164
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/2530
dc.description.sponsorship/ - ANR-09-SEGI-004
dc.language.isoen
dc.publisherInstitute of Mathematical Statistics (IMS)
dc.title.enNumerical method for optimal stopping of piecewise deterministic Markov processes
dc.typeArticle de revue
dc.subject.halMathématiques [math]/Probabilités [math.PR]
dc.identifier.arxiv0903.2114
bordeaux.journalAnnals of Applied Probability
bordeaux.page1607-1637
bordeaux.volume20
bordeaux.issue5
bordeaux.institutionUniversité de Bordeaux
bordeaux.peerReviewedoui
hal.identifierhal-00367964
hal.version1
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-00367964v1
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