Ergodic problem for optimal stochastic switching (Q2640865)
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scientific article; zbMATH DE number 4188582
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Ergodic problem for optimal stochastic switching |
scientific article; zbMATH DE number 4188582 |
Statements
Ergodic problem for optimal stochastic switching (English)
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1990
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long run average cost
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reflected diffusion processes
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quasi-variational inequalities
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Neumann boundary conditions
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0.8791829347610474
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0.8454636335372925
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0.8393875360488892
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