Modeling and Analysis of Switching Diffusion Systems: Past-Dependent Switching with a Countable State Space

Nguyen Hai Dang, George Yin. Modeling and Analysis of Switching Diffusion Systems: Past-Dependent Switching with a Countable State Space. SIAM J. Control and Optimization, 54(5):2450-2477, 2016. [doi]

Abstract

Abstract is missing.