Optimal switching for two-parameter stochastic processes (Q1176534)
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scientific article; zbMATH DE number 12101
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| English | Optimal switching for two-parameter stochastic processes |
scientific article; zbMATH DE number 12101 |
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Optimal switching for two-parameter stochastic processes (English)
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25 June 1992
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The author treats an optimal switching and stopping problem for stochastic processes with 2-dimensional continuous time parameter. The analogous problem in discrete time was considered by the same author [ibid. 36, No. 1, 153-163 (1990; Zbl 0704.60041)].
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stochastic process with 2-dimensional parameter
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optimal switching
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stopping problem
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0.8767624497413635
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0.8174751996994019
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0.8005682826042175
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0.7808393836021423
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