On the One-Dimensional Optimal Switching Problem (Q3169086)

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On the One-Dimensional Optimal Switching Problem
scientific article

    Statements

    title
    On the One-Dimensional Optimal Switching Problem (English)
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    author
    Erhan Bayraktar
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    Masahiko Egami
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    publication date
    27 April 2011
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    zbMATH Keywords
    optimal switching problems
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    optimal stopping problems
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    Itô diffusions
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    60J60
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    93E20
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    zbMATH DE Number
    5881682
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    OpenAlex ID
    W2157509603
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    arXiv ID
    0707.0100
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