Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes
type: Item
instance of: scholarly article
title: Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes
zbMATH Open document ID: 1197.49028
author: Imran H. Biswas
author: Espen R. Jakobsen
author: Kenneth H. Karlsen
published in: Applied Mathematics and Optimization
publication date: 2010-10-15T00:00:00Z
full work available at URL: http://hdl.handle.net/20.500.11850/20518
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 5800370
zbMATH Keywords: integro-partial differential equations
zbMATH Keywords: dynamic programming method
zbMATH Keywords: viscosity solutions
zbMATH Keywords: optimal stochastic control and switching
zbMATH Keywords: Lévy processes
MaRDI profile type: Publication
OpenAlex ID: W2040009667
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DOI: 10.1007/S00245-009-9095-8
description: scientific article; zbMATH DE number 5800370