Optimal switching between two random walks (Q1917212)
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scientific article; zbMATH DE number 897285
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal switching between two random walks |
scientific article; zbMATH DE number 897285 |
Statements
Optimal switching between two random walks (English)
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2 December 1996
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stochastic control
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optimal switching
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random walk
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value function
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