The explicit solution to a sequential switching problem with non-smooth data (Q3585324): Difference between revisions

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Revision as of 21:29, 19 March 2024

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The explicit solution to a sequential switching problem with non-smooth data
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    The explicit solution to a sequential switching problem with non-smooth data (English)
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    19 August 2010
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    optimal switching
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    sequential entry and exit decisions
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    stochastic impulse control
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    system of variational inequalities
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