Optimal switching between two random walks
type: Item
instance of: scholarly article
title: Optimal switching between two random walks
zbMATH Open document ID: 0852.60048
author: R. Cairoli
author: Robert C. Dalang
published in: The Annals of Probability
publication date: 1996-12-02T00:00:00Z
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 62L15
Mathematics Subject Classification ID: 49L25
zbMATH DE Number: 897285
zbMATH Keywords: stochastic control
zbMATH Keywords: optimal switching
zbMATH Keywords: random walk
zbMATH Keywords: value function
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176987812
OpenAlex ID: W2616162963
DOI: 10.1214/AOP/1176987812
description: scientific article; zbMATH DE number 897285