Approximation of the Value Function of an Optimal Stopping Problem for Piecewise Deterministic Markov Processes

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Contributor : Benoîte de Saporta <>
Submitted on : Thursday, November 18, 2010 - 12:18:34 PM
Last modification on : Wednesday, December 5, 2018 - 9:02:05 AM

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Benoîte de Saporta, François Dufour. Approximation of the Value Function of an Optimal Stopping Problem for Piecewise Deterministic Markov Processes. Alexey B. Piunovskiy. MODERN TRENDS IN CONTROLLED STOCHASTIC PROCESSES: Theory and Applications, Luniver Press, pp.44-64, 2010. ⟨hal-00537352⟩

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