Optimal control of the risk process in a regime-switching environment
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Publication:642895
DOI10.1016/j.automatica.2011.03.007zbMath1226.93143arXiv1009.3247OpenAlexW1967617020MaRDI QIDQ642895
Publication date: 27 October 2011
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1009.3247
Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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