Optimal stopping of two-time scale Markovian systems: Analysis, numerical methods, and applications

Document Details

Document Type
Pub Defense Publication
Publication Date
Nov 01, 2017
Source ID
10.1016/j.nahs.2017.05.005

Entities

People

  • Caojin Zhang
  • Gang George Yin
  • Qing Zhang

Organizations

  • Army Research Office
  • Simons Foundation