Qingshuo Song, G. Yin. Rates of convergence of Markov chain approximation for controlled regime-switching diffusions with stopping times. In Proceedings of the 49th IEEE Conference on Decision and Control, CDC 2010, December 15-17, 2010, Atlanta, Georgia, USA. pages 567-572, IEEE, 2010. [doi]
@inproceedings{SongY10-6,
title = {Rates of convergence of Markov chain approximation for controlled regime-switching diffusions with stopping times},
author = {Qingshuo Song and G. Yin},
year = {2010},
doi = {10.1109/CDC.2010.5717658},
url = {http://dx.doi.org/10.1109/CDC.2010.5717658},
tags = {Markov},
researchr = {https://researchr.org/publication/SongY10-6},
cites = {0},
citedby = {0},
pages = {567-572},
booktitle = {Proceedings of the 49th IEEE Conference on Decision and Control, CDC 2010, December 15-17, 2010, Atlanta, Georgia, USA},
publisher = {IEEE},
}