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Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions.
Qingshuo Song
Gang George Yin
Z. Zhang
Published in:
Autom. (2006)
Keyphrases
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numerical methods
diffusion processes
anisotropic diffusion
partial differential equations
vector valued
pattern recognition
diffusion process
reinforcement learning
pairwise
approximation schemes
finite difference method