Optimal control of stochastic hybrid models in the framework of regime switches

被引：0

作者：

Institute of Applied Mathematics, METU, Ankara ^{[1
]}

06800, Turkey

不详 ^{[2
]}

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来源：

Springer Proc. Math. Stat. | / 371-387期

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Compendex;

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摘要：

Continuous time systems - Dynamic programming - Hybrid systems - Markov processes - Differential equations - Stochastic control systems - Commerce - Risk perception - Stochastic systems - Financial data processing - Investments - Stochastic models

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