The Finite Horizon Optimal Multi-Modes Switching Problem: The Viscosity Solution Approach
نویسندگان
چکیده
منابع مشابه
Stochastic Optimal Multi-Modes Switching with a Viscosity Solution Approach
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ژورنال
عنوان ژورنال: Applied Mathematics and Optimization
سال: 2009
ISSN: 0095-4616,1432-0606
DOI: 10.1007/s00245-009-9071-3