A viscosity solution method for optimal stopping problems with regime switching
type: Item
instance of: scholarly article
title: A viscosity solution method for optimal stopping problems with regime switching
zbMATH Open document ID: 1468.60052
author: Yong-Chao Zhang
author: Na Zhang
published in: Acta Applicandae Mathematicae
publication date: 2021-05-06T00:00:00Z
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 62L15
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 7344895
zbMATH Keywords: optimal stopping
zbMATH Keywords: regime switching
zbMATH Keywords: viscosity solution
zbMATH Keywords: dynamic programming
MaRDI profile type: Publication
full work available at URL: s10440-020-00353-7
OpenAlex ID: W3048085123
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DOI: 10.1007/S10440-020-00353-7
description: scientific article; zbMATH DE number 7344895