Optimal switching at Poisson random intervention times (Q316899)
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scientific article; zbMATH DE number 6631391
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Optimal switching at Poisson random intervention times |
scientific article; zbMATH DE number 6631391 |
Statements
Optimal switching at Poisson random intervention times (English)
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30 September 2016
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optimal switching
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optimal stopping
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Poisson process
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backward stochastic differential equations
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ordinary differential equations
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0.8239166736602783
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0.8186216354370117
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0.813288152217865
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0.8063145875930786
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