Numerical method for optimal stopping of hybrid processes

Benoîte de Saporta, François Dufour, Karen Gonzalez. Numerical method for optimal stopping of hybrid processes. In Alessandro Giua, Cristian Mahulea, Manuel Silva 0001, Janan Zaytoon, editors, 3rd IFAC Conference on Analysis and Design of Hybrid Systems, ADHS 2009, Zaragoza, Spain, September 16-18, 2009. Volume 42 of IFAC Proceedings Volumes, pages 114-119, Elsevier, 2009. [doi]

Authors

Benoîte de Saporta

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François Dufour

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Karen Gonzalez

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