OPTIMAL MULTI-MODES SWITCHING PROBLEM IN INFINITE HORIZON (Q3578408): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 12:54, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | OPTIMAL MULTI-MODES SWITCHING PROBLEM IN INFINITE HORIZON |
scientific article |
Statements
OPTIMAL MULTI-MODES SWITCHING PROBLEM IN INFINITE HORIZON (English)
0 references
20 July 2010
0 references
switching
0 references
variational inequalities
0 references
backward stochastic differential equations
0 references
Snell envelope
0 references
viscosity solutions
0 references
stopping times
0 references