Optimal switching in finite horizon under state constraints (Q2818218)
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scientific article; zbMATH DE number 6624246
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| default for all languages | No label defined |
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| English | Optimal switching in finite horizon under state constraints |
scientific article; zbMATH DE number 6624246 |
Statements
6 September 2016
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optimal switching
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controlled diffusion
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state constraints
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dynamic programming
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variational inequalities
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resources management
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Optimal switching in finite horizon under state constraints (English)
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0.8389728665351868
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0.8105719089508057
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0.8089186549186707
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