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

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q3933519 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3953613 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3954420 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the dynamic programming inequalities associated with the deterministic optimal stopping problem in discrete and continuous time / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a system of first-order quasi-variational inequalities connected with the optimal switching problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5638152 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5719651 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Le problème de contrôle impulsionnel optimal déterministe et l'inéquation quasi-variationnelle du premier ordre associee / rank
 
Normal rank
Property / cites work
 
Property / cites work: Le problème de temps d'arret optimal déterministe et l'inéquation variationnelle du premier ordre associee / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4070726 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inéquations variationnelles et quasivariationnelles hyperboliques du premier ordre / rank
 
Normal rank

Latest revision as of 09:23, 14 June 2024

scientific article
Language Label Description Also known as
English
On a system of first-order quasi-variational inequalities connected with the optimal switching problem
scientific article

    Statements

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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references