"Rates of Convergence of Numerical Methods for Controlled Regime-Switching ..."

Qingshuo Song, Gang George Yin (2009)

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DOI: 10.1137/070679843

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type: Journal Article

metadata version: 2020-07-09

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Qingshuo Song, Gang George Yin:
Rates of Convergence of Numerical Methods for Controlled Regime-Switching Diffusions with Stopping Times in the Costs. SIAM J. Control. Optim. 48(3): 1831-1857 (2009)

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