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Optimal Switching among Several Brownian Motions - MaRDI portal

Optimal Switching among Several Brownian Motions (Q4021836)

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English
Optimal Switching among Several Brownian Motions
scientific article

    Statements

    title
    Optimal Switching among Several Brownian Motions (English)
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    publication date
    17 January 1993
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    zbMATH Keywords
    optimal switching among Brownian motions
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    switching strategy
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    first hitting time
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    optimal control
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    Identifiers

    DOI
    10.1137/0330061
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    Mathematics Subject Classification ID
    60G40
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    60J45
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    31C10
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    zbMATH DE Number
    97219
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    OpenAlex ID
    W1985146269
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