A two-mode mean-field optimal switching problem for the full balance sheet

DOI10.1155/2014/159519zbMath1297.93183arXiv1411.5852OpenAlexW2101550801WikidataQ59046930 ScholiaQ59046930MaRDI QIDQ462408

Ali Hamdi, Boualem Djehiche

Publication date: 20 October 2014

Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.5852

zbMATH Keywords

switchinglarge number of production linesoptimal expected yieldstwo-mode optimal switching problem of mean-field type

Mathematics Subject Classification ID

Production models (90B30) Optimal stochastic control (93E20) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Related Items

A two-mode mean-field optimal switching problem for the full balance sheet ⋮ Mean-field optimal multi-modes switching problem: A balance sheet

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