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    AUTOMATICA
    2006
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    Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions
    13 years 11 months ago
    Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions
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    This work is concerned with numerical methods for controlled regime-switching diffusions, and regime-switching jump diffusions. Numerical procedures based on Markov chain approxim...
    Q. S. Song, Gang George Yin, Z. Zhang
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