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"A finite horizon optimal switching problem with memory and application to ..."

Magnus Perninge (2020)

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DOI: 10.1007/S00186-019-00699-1

access: open

type: Journal Article

metadata version: 2021-05-14

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  dblp key:
  - journals/mmor/Perninge20
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  - https://dblp.org/rec/journals/mmor/Perninge20
Magnus Perninge:
A finite horizon optimal switching problem with memory and application to controlled SDDEs. Math. Methods Oper. Res. 91(3): 465-500 (2020)

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