An example of optimal switching between a wiener process and a deterministic motion with a non-zero switching cost (Q4698119)
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scientific article; zbMATH DE number 754922
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An example of optimal switching between a wiener process and a deterministic motion with a non-zero switching cost |
scientific article; zbMATH DE number 754922 |
Statements
An example of optimal switching between a wiener process and a deterministic motion with a non-zero switching cost (English)
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27 July 1995
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optimal policy
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optimal switching between a Wiener process and a deterministic motion
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switching cost
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