A System of Nonlinear Partial Differential Equations Arising in the Optimal Control of Stochastic Systems with Switching Costs (Q4750517): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Suzanne M. Lenhart / rank | |||
| Property / author | |||
| Property / author: Suzanne M. Lenhart / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1137/0143030 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1990300142 / rank | |||
Normal rank | |||
Latest revision as of 21:49, 19 March 2024
scientific article; zbMATH DE number 3807485
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A System of Nonlinear Partial Differential Equations Arising in the Optimal Control of Stochastic Systems with Switching Costs |
scientific article; zbMATH DE number 3807485 |
Statements
A System of Nonlinear Partial Differential Equations Arising in the Optimal Control of Stochastic Systems with Switching Costs (English)
0 references
1983
0 references
Hamilton-Jacobi-Bellman equations
0 references
switching cost
0 references
quasi-variational inequalities
0 references
