Dynamic programming for a Markov-switching jump-diffusion (Q396027)
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scientific article; zbMATH DE number 6328012
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic programming for a Markov-switching jump-diffusion |
scientific article; zbMATH DE number 6328012 |
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Dynamic programming for a Markov-switching jump-diffusion (English)
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8 August 2014
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stochastic optimal control
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jump-diffusion
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Markov-switching
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optimal consumption-investment
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