Optimal switching with constraints and utility maximization of an indivisible market (Q2903497)
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scientific article; zbMATH DE number 6064754
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| English | Optimal switching with constraints and utility maximization of an indivisible market |
scientific article; zbMATH DE number 6064754 |
Statements
10 August 2012
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optimal switching
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indivisible market
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utility maximization
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dynamic programming
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quasi-variational inequality
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viscosity solution
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diffusion
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sample paths
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Optimal switching with constraints and utility maximization of an indivisible market (English)
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0.7964628338813782
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0.7866744995117188
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0.7745374441146851
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0.7711594104766846
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0.7550930380821228
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