Title of article
Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions
Author/Authors
Q.S. Song، نويسنده , , G. Yin، نويسنده , , Z. Zhang، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
11
From page
1147
To page
1157
Keywords
Markov chain approximation , convergence , Controlled regime-switching diffusion , Regime-switching jump diffusion
Journal title
Automatica
Serial Year
2006
Journal title
Automatica
Record number
370489
Link To Document