On the finite horizon optimal switching problem with random lag

DOI10.1007/s00245-019-09648-0zbMath1491.49013arXiv1808.08080OpenAlexW2997037279MaRDI QIDQ2045122

Magnus Perninge

Publication date: 11 August 2021

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.08080

zbMATH Keywords

Markov processesoptimal switching problem

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Existence of optimal solutions to problems involving randomness (49J55)

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