Optimal switching at Poisson random intervention times (Q316899)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal switching at Poisson random intervention times |
scientific article; zbMATH DE number 6631391
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal switching at Poisson random intervention times |
scientific article; zbMATH DE number 6631391 |
Statements
Optimal switching at Poisson random intervention times (English)
0 references
30 September 2016
0 references
optimal switching
0 references
optimal stopping
0 references
Poisson process
0 references
backward stochastic differential equations
0 references
ordinary differential equations
0 references
0 references
0 references
0 references
0 references
0.8239166736602783
0 references
0.8186216354370117
0 references
0.813288152217865
0 references
0.8063145875930786
0 references
