A System of Nonlinear Partial Differential Equations Arising in the Optimal Control of Stochastic Systems with Switching Costs (Q4750517)
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scientific article; zbMATH DE number 3807485
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A System of Nonlinear Partial Differential Equations Arising in the Optimal Control of Stochastic Systems with Switching Costs |
scientific article; zbMATH DE number 3807485 |
Statements
A System of Nonlinear Partial Differential Equations Arising in the Optimal Control of Stochastic Systems with Switching Costs (English)
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1983
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Hamilton-Jacobi-Bellman equations
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switching cost
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quasi-variational inequalities
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