Optimal switching problems of tandem type
type: Item
instance of: scholarly article
title: Optimal switching problems of tandem type
zbMATH Open document ID: 0525.93069
author: Hiroaki Morimoto
published in: Tôhoku Mathematical Journal. Second Series
publication date: 1983-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 62L15
Mathematics Subject Classification ID: 49M30
zbMATH DE Number: 3833844
zbMATH Keywords: switching problem of tandem type
zbMATH Keywords: stopping times
zbMATH Keywords: generalized Snell envelope
zbMATH Keywords: optimal strategy
zbMATH Keywords: penalty method
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.2748/tmj/1178229105
OpenAlex ID: W2026193903
cites work: Q4199298
cites work: Temps d'arrÊt optimal, théorie générale des processus et processus de Markov
cites work: Optimal Control of Jump Processes
cites work: Dynamic Programming Conditions for Partially Observable Stochastic Systems
cites work: Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
cites work: Optimal Stopping Rules for Stochastic Processes with Continuous Parameter
cites work: Q3890490
cites work: Q5512462
cites work: Optimal stopping and a martingale approach to the penalty method
cites work: Q4114574
cites work: Q4172681
cites work: Strong envelopes of stochastic processes and a penalty method†
cites work: Q3864388
cites work: Optimal control by means switchings
DOI: 10.2748/TMJ/1178229105
description: scientific article; zbMATH DE number 3833844