OPTIMAL MULTI-MODES SWITCHING PROBLEM IN INFINITE HORIZON (Q3578408)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL MULTI-MODES SWITCHING PROBLEM IN INFINITE HORIZON |
scientific article |
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OPTIMAL MULTI-MODES SWITCHING PROBLEM IN INFINITE HORIZON (English)
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20 July 2010
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switching
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variational inequalities
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backward stochastic differential equations
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Snell envelope
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viscosity solutions
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stopping times
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