Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (Q708865): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2040009667 / rank | |||
Normal rank | |||
Revision as of 18:54, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes |
scientific article |
Statements
Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (English)
0 references
15 October 2010
0 references
integro-partial differential equations
0 references
dynamic programming method
0 references
viscosity solutions
0 references
optimal stochastic control and switching
0 references
Lévy processes
0 references
