Optimal investment decision under switching regimes of subsidy support (Q2183316)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal investment decision under switching regimes of subsidy support |
scientific article |
Statements
Optimal investment decision under switching regimes of subsidy support (English)
0 references
26 May 2020
0 references
dynamic programming
0 references
optimal stopping
0 references
viscosity solutions
0 references
switching stochastic differential equations
0 references
optimal investment
0 references
0 references