Optimal switching with constraints and utility maximization of an indivisible market (Q2903497)
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scientific article; zbMATH DE number 6064754
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal switching with constraints and utility maximization of an indivisible market |
scientific article; zbMATH DE number 6064754 |
Statements
10 August 2012
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optimal switching
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indivisible market
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utility maximization
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dynamic programming
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quasi-variational inequality
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viscosity solution
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diffusion
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sample paths
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Optimal switching with constraints and utility maximization of an indivisible market (English)
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