The explicit solution to a sequential switching problem with non-smooth data (Q3585324)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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