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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| English | Explicit Solution to an Optimal Switching Problem in the Two‐Regime Case |
scientific article; zbMATH DE number 5256896 |
Statements
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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0.8698424696922302
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0.8417367935180664
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0.8163203001022339
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0.8162244558334351
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0.8064782619476318
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