Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (Q708865)
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scientific article; zbMATH DE number 5800370
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| English | Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes |
scientific article; zbMATH DE number 5800370 |
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Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (English)
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15 October 2010
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integro-partial differential equations
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dynamic programming method
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viscosity solutions
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optimal stochastic control and switching
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Lévy processes
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0.8489834666252136
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0.8307024240493774
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0.8289203643798828
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0.8256197571754456
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