Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach (Q4286665)
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scientific article; zbMATH DE number 541494
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach |
scientific article; zbMATH DE number 541494 |
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Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach (English)
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27 March 1994
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stochastic optimal switching control
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Bellman dynamic programming principle
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viscosity solution
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Hamilton-Jacobi-Bellman equation
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