On the Smooth-Fit Property for One-Dimensional Optimal Switching Problem (Q5423751)
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scientific article; zbMATH DE number 5207271
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| English | On the Smooth-Fit Property for One-Dimensional Optimal Switching Problem |
scientific article; zbMATH DE number 5207271 |
Statements
On the Smooth-Fit Property for One-Dimensional Optimal Switching Problem (English)
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31 October 2007
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smooth-fit principle
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system of variational inequalities
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0.8826479315757751
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0.8200332522392273
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0.8052335977554321
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0.8039758801460266
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