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"An example of optimal switching between a wiener process and a ..."

Doncho S. Donchev (1995)

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DOI: 10.1007/BF01415065

access: closed

type: Journal Article

metadata version: 2020-03-03

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Doncho S. Donchev:
An example of optimal switching between a wiener process and a deterministic motion with a non-zero switching cost. Math. Methods Oper. Res. 41(1): 57-70 (1995)

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