Applications of Numerical Methods for Stochastic Controlled Switching Diffusions with a Hidden Markov Chain: Case Studies on Distributed Power Management and Communication Resource Allocation

Zhixin Yang, Le Yi Wang, Gang George Yin, Qing Zhang, Hongwei Zhang. Applications of Numerical Methods for Stochastic Controlled Switching Diffusions with a Hidden Markov Chain: Case Studies on Distributed Power Management and Communication Resource Allocation. In Ivan Dimov, István Faragó, Lubin G. Vulkov, editors, Finite Difference Methods, Theory and Applications - 6th International Conference, FDM 2014, Lozenetz, Bulgaria, June 18-23, 2014, Revised Selected Papers. Volume 9045 of Lecture Notes in Computer Science, pages 117-128, Springer, 2014. [doi]