OPTIMAL MULTI-MODES SWITCHING PROBLEM IN INFINITE HORIZON (Q3578408): Difference between revisions

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+Optimal Switching in an Economic Activity under Uncertainty
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+Existence and uniqueness for BSDE with stopping time
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+User’s guide to viscosity solutions of second order partial differential equations
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+A model for investment decisions with switching costs.
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+Reflected BSDE's with discontinuous barrier and application
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+On the Starting and Stopping Problem: Application in Reversible Investments
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+Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach
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+A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping
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