Optimal Switching in an Economic Activity under Uncertainty
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Publication:4302299
DOI10.1137/S0363012992229835zbMath0801.60036OpenAlexW1999126580MaRDI QIDQ4302299
Kjell Arne Brekke, Bernt Øksendal
Publication date: 14 August 1994
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012992229835
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stopping times; optimal stopping problems; gambling theory (60G40)
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