Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs |
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Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (English)
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1 April 2020
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stochastic optimal switching
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backward SDEs
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randomization of controls
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