Optimal Switching with Constraints and Utility Maximization of an Indivisible Market (Q2903497)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Switching with Constraints and Utility Maximization of an Indivisible Market |
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Statements
Optimal Switching with Constraints and Utility Maximization of an Indivisible Market (English)
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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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