On a switching control problem with càdlàg costs (Q5086897)
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scientific article; zbMATH DE number 7554277
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a switching control problem with càdlàg costs |
scientific article; zbMATH DE number 7554277 |
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On a switching control problem with càdlàg costs (English)
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8 July 2022
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switching control
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\(\varepsilon\)-optimal strategies
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backward stochastic differential equations
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viscosity solutions
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