Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (Q708865)
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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 |
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Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (English)
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15 October 2010
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integro-partial differential equations
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dynamic programming method
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viscosity solutions
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optimal stochastic control and switching
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Lévy processes
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