On a system of first-order quasi-variational inequalities connected with the optimal switching problem (Q1054992)
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scientific article; zbMATH DE number 3824550
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| English | On a system of first-order quasi-variational inequalities connected with the optimal switching problem |
scientific article; zbMATH DE number 3824550 |
Statements
On a system of first-order quasi-variational inequalities connected with the optimal switching problem (English)
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1983
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first-order quasi-variational inequalities
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deterministic optimal switching
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iterative method
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Euler scheme
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Bellman equations
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discrete- time optimal stopping problem
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