A Brownian optimal switching problem under incomplete information

From MaRDI portal
Publication:1990035

DOI10.1214/18-ECP146zbMath1406.35451arXiv1501.06449MaRDI QIDQ1990035

Marcus Olofsson

Publication date: 24 October 2018

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.06449






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