Optimal switching for two-parameter stochastic processes (Q1176534): Difference between revisions
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Revision as of 05:55, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal switching for two-parameter stochastic processes |
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Optimal switching for two-parameter stochastic processes (English)
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25 June 1992
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The author treats an optimal switching and stopping problem for stochastic processes with 2-dimensional continuous time parameter. The analogous problem in discrete time was considered by the same author [ibid. 36, No. 1, 153-163 (1990; Zbl 0704.60041)].
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stochastic process with 2-dimensional parameter
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optimal switching
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stopping problem
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