Optimal switching at Poisson random intervention times (Q316899): Difference between revisions

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Revision as of 02:19, 20 March 2024

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Optimal switching at Poisson random intervention times
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    Optimal switching at Poisson random intervention times (English)
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    30 September 2016
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    optimal switching
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    optimal stopping
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    Poisson process
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    backward stochastic differential equations
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    ordinary differential equations
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