Optimal stopping for measure-valued piecewise deterministic Markov processes.

Bertrand Cloez Benoîte de Saporta Maud Joubaud

Published in: J. Appl. Probab. (2020)

Keyphrases

markov processes
optimal stopping
brownian motion
stochastic processes
markov process
stochastic process
markov chain
finite horizon
similarity measure
probability distribution
non stationary
random fields
learning algorithm
random walk
differential equations
steady state
machine learning