On the One-Dimensional Optimal Switching Problem
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Publication:3169086
DOI10.1287/moor.1090.0432zbMath1221.60058arXiv0707.0100OpenAlexW2157509603MaRDI QIDQ3169086
Erhan Bayraktar, Masahiko Egami
Publication date: 27 April 2011
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0707.0100
Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60)
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