A stochastic target formulation for optimal switching problems in finite horizon (Q3630058)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic target formulation for optimal switching problems in finite horizon |
scientific article |
Statements
A stochastic target formulation for optimal switching problems in finite horizon (English)
0 references
2 June 2009
0 references
optimal switching
0 references
impulse control
0 references
stochastic targets
0 references
jump diffusion processes
0 references
viscosity solutions
0 references
comparison principle
0 references
