Optimal switching for two-parameter stochastic processes (Q1176534): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 00:24, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal switching for two-parameter stochastic processes |
scientific article |
Statements
Optimal switching for two-parameter stochastic processes (English)
0 references
25 June 1992
0 references
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)].
0 references
stochastic process with 2-dimensional parameter
0 references
optimal switching
0 references
stopping problem
0 references
