Q. S. Song, Gang George Yin, Z. Zhang. Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions. Automatica, 42(7):1147-1157, 2006. [doi]
@article{SongYZ06,
title = {Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions},
author = {Q. S. Song and Gang George Yin and Z. Zhang},
year = {2006},
doi = {10.1016/j.automatica.2006.03.016},
url = {http://dx.doi.org/10.1016/j.automatica.2006.03.016},
researchr = {https://researchr.org/publication/SongYZ06},
cites = {0},
citedby = {0},
journal = {Automatica},
volume = {42},
number = {7},
pages = {1147-1157},
}