Finite-Horizon Optimal Multiple Switching with Signed Switching Costs (Q2833110): Difference between revisions

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+On the One-Dimensional Optimal Switching Problem
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+A stochastic target formulation for optimal switching problems in finite horizon
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+Q3957683
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+A Finite Horizon Optimal Multiple Switching Problem
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+Q3925594
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+Connections between Singular Control and Optimal Switching
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+Reflected BSDE's with discontinuous barrier and application
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+Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem
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+Reflected backward stochastic differential equation with jumps and random obstacle
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+A Model for Investments in the Natural Resource Industry with Switching Costs
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+Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type
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+Explicit Solution to an Optimal Switching Problem in the Two‐Regime Case
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+A mixed singular/switching control problem for a dividend policy with reversible technology investment
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+Solving finite time horizon Dynkin games by optimal switching
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+Optimal stopping and a martingale approach to the penalty method
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+Optimal switching for alternating processes
@@ Property / cites work: Optimal switching for alternating processes / rank @@
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+Q3378055
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+Publication:2833110