On a system of first-order quasi-variational inequalities connected with the optimal switching problem (Q1054992): Difference between revisions

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Property / author: Italo Capuzzo-Dolcetta / rank
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Property / author: Michele Matzeu / rank
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Property / author: José Luis Menaldi / rank
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Property / author: Italo Capuzzo-Dolcetta / rank
 
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Property / author: Michele Matzeu / rank
 
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Property / author: José Luis Menaldi / rank
 
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Property / full work available at URL: https://doi.org/10.1016/0167-6911(83)90009-9 / rank
 
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Property / OpenAlex ID: W2052770966 / rank
 
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Latest revision as of 09:23, 14 June 2024

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On a system of first-order quasi-variational inequalities connected with the optimal switching problem
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    On a system of first-order quasi-variational inequalities connected with the optimal switching problem (English)
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    1983
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    first-order quasi-variational inequalities
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    deterministic optimal switching
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    iterative method
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    Euler scheme
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    Bellman equations
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    discrete- time optimal stopping problem
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