Optimal switching at Poisson random intervention times (Q316899)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal switching at Poisson random intervention times |
scientific article |
Statements
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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