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The numerical treatment of optimal switching problems in a finite time setting when the state evolves as a controlled Markov chain consisting of a uncontrolled continuous component following linear dynamics and a controlled Markov chain taking values in a finite set. The reward functions are assumed to be convex and Lipschitz continuous in the continuous state. The action set is finite.
Package details 


Author  Juri Hinz and Jeremy Yee 
Date of publication  20170130 21:20:58 
Maintainer  Jeremy Yee <jeremyyee@outlook.com.au> 
License  GPL 
Version  1.2 
URL  https://github.com/YeeJeremy/rcss 
Package repository  View on CRAN 
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