Constrained optimality for controlled switching diffusions with an application to stock purchasing (Q5120736)
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scientific article; zbMATH DE number 7247992
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constrained optimality for controlled switching diffusions with an application to stock purchasing |
scientific article; zbMATH DE number 7247992 |
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Constrained optimality for controlled switching diffusions with an application to stock purchasing (English)
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16 September 2020
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constrained optimality
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switching diffusions
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viscosity solutions
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