Rates of Convergence of Numerical Methods for Controlled Regime-Switching Diffusions with Stopping Times in the Costs

Q. S. Song, G. Yin. Rates of Convergence of Numerical Methods for Controlled Regime-Switching Diffusions with Stopping Times in the Costs. SIAM J. Control and Optimization, 48(3):1831-1857, 2009. [doi]

Abstract

Abstract is missing.