Optimal Switching among Several Brownian Motions (Q4021836)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Switching among Several Brownian Motions |
scientific article |
Statements
Optimal Switching among Several Brownian Motions (English)
0 references
17 January 1993
0 references
optimal switching among Brownian motions
0 references
switching strategy
0 references
first hitting time
0 references
optimal control
0 references
