Stochastic Systems French translation

28 Views Asked by At

What is the english translation for this sentence

Principe du Maximum Stochastique en contrôle optimal pour des systèmes avec Changement de Régime

I'm stuck in the ''Changement de Régime'' part.

1

There are 1 best solutions below

0
On BEST ANSWER

It means literally "regime change". A "regime" in this context is normally an external input in a model, for example high and low volatility in a financial context can represent 2 regimes. The model might have different parameters for both regimes.