Optimal control of stochastic hybrid system with jumps: A numerical approximation

Title
Optimal control of stochastic hybrid system with jumps: A numerical approximation
Authors
Keywords
-
Journal
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
Volume 259, Issue -, Pages 443-451
Publisher
Elsevier BV
Online
2013-10-22
DOI
10.1016/j.cam.2013.10.021

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