Optimal switching between two random walks (Q1917212)

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scientific article
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Optimal switching between two random walks
scientific article

    Statements

    title
    Optimal switching between two random walks (English)
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    author
    R. Cairoli
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    Robert C. Dalang
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    publication date
    2 December 1996
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    zbMATH Keywords
    stochastic control
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    optimal switching
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    random walk
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    value function
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    62L15
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    49L25
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    zbMATH DE Number
    897285
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    OpenAlex ID
    W2616162963
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