Dynamic programming for discrete-time finite-horizon optimal switching problems with negative switching costs (Q2830883)
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scientific article; zbMATH DE number 6646175
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic programming for discrete-time finite-horizon optimal switching problems with negative switching costs |
scientific article; zbMATH DE number 6646175 |
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Dynamic programming for discrete-time finite-horizon optimal switching problems with negative switching costs (English)
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1 November 2016
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optimal switching
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stopping time
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optimal stopping problem
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Snell envelope
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