Explicit Solution to an Optimal Switching Problem in the Two‐Regime Case (Q5453570)

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scientific article; zbMATH DE number 5256896
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Explicit Solution to an Optimal Switching Problem in the Two‐Regime Case
scientific article; zbMATH DE number 5256896

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    Explicit Solution to an Optimal Switching Problem in the Two‐Regime Case (English)
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    3 April 2008
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    optimal switching
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    system of variational inequalities
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    viscosity solutions
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    smooth-fit principle
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