The explicit solution to a sequential switching problem with non-smooth data (Q3585324)
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scientific article; zbMATH DE number 5773378
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The explicit solution to a sequential switching problem with non-smooth data |
scientific article; zbMATH DE number 5773378 |
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The explicit solution to a sequential switching problem with non-smooth data (English)
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19 August 2010
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optimal switching
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sequential entry and exit decisions
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stochastic impulse control
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system of variational inequalities
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0.7842201590538025
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0.7567257285118103
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0.7500610947608948
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0.7491133213043213
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0.7424091100692749
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