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On a switching control problem with càdlàg costs - MaRDI portal

On a switching control problem with càdlàg costs (Q5086897)

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scientific article; zbMATH DE number 7554277
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English
On a switching control problem with càdlàg costs
scientific article; zbMATH DE number 7554277

    Statements

    title
    On a switching control problem with càdlàg costs (English)
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    author
    Said Hamadène
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    Héctor Jasso-Fuentes
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    published in
    Stochastics
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    publication date
    8 July 2022
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    zbMATH Keywords
    switching control
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    \(\varepsilon\)-optimal strategies
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    backward stochastic differential equations
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    viscosity solutions
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    cites work
    Q4035104
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    Q3915688
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    Q4942594
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    Q4226355
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    62P20
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    91G50
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    93E20
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    zbMATH DE Number
    7554277
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    OpenAlex ID
    W3156811101
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    arXiv ID
    1907.03401
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