Stochastic optimal multi-modes switching with a viscosity solution approach
| Autor: | El Asri, Brahim |
|---|---|
| Zdroj: | In Stochastic Processes and their Applications February 2013 123(2):579-602 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
| Autor: | El Asri, Brahim |
|---|---|
| Zdroj: | In Stochastic Processes and their Applications February 2013 123(2):579-602 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect